Preheat oven to 350F. Grease twelve 8- to 10-ounce casseroles or a 13x9x2-inch baking pan or dish; set aside. In a large skillet cook sausage 10 to 15 minutes until cooked through, stirring to break up sausage; drain off fat. Transfer sausage to bowl, set aside. Carefully wipe out skillet.
Melt butter in the skillet over medium heat. Add onions, fennel (if using), celery, and garlic. Cook in hot butter 10 to 15 minutes or until tender, stirring occasionally. Add apples (if using); cook and stir 2 minutes. Add vegetable mixture, stuffing mix, nuts, and cranberries to sausage in bowl; toss to combine. In medium bowl combine broth and eggs; add to sausage mixture. Toss to combine. (For moister stuffing, add 1/2 cup water.)
Transfer to prepared dish or pan. Cover, bake 20 minutes for individual casseroles (35 minutes for large). Uncover, bake 10 to 15 minutes more or until heated through (165 F) and top is lightly browned. Makes 12 servings.