Preheat oven to 375°.
Melt the butter in a Dutch oven over medium-high heat. Add sausage; cook 4 minutes or until browned. Add chopped onion, fennel, celery, and garlic; sauté 8 minutes. Stir in broth and next 4 ingredients (broth through salt), scraping pan to loosen browned bits. Remove from heat. Stir in bread, green onions, and egg. Spoon into a 13 x 9-inch baking dish coated with cooking spray. Bake at 375° for 35 minutes.