Heat a large nonstick skillet over medium-high heat. Remove casings from sausage. Add sausage to pan; cook for 4 minutes or until browned, stirring to crumble. Stir in apple and onion. Cover and cook over low heat 5 minutes or until apple is crisp-tender. Remove from heat; cool slightly.
Combine milk, egg substitute, 1/4 cup cheddar cheese, parsley, 1/4 teaspoon salt, and 1/8 teaspoon black pepper in a large bowl, stirring with a whisk. Stir in sausage mixture. Add bread, and stir gently to combine. Let stand 10 minutes. Spoon into a 2-quart baking dish coated with cooking spray. Sprinkle with remaining 1/2 cup cheese. Bake at 350° for 45 minutes or until pudding is set and lightly browned.