How to Make It
Preheat the oven to 375°. Lightly butter a 9-by-13-inch baking dish. On a large rimmed baking sheet, toast the bread cubes for about 15 minutes, tossing halfway through, until lightly golden and dry. Transfer the bread to a large bowl. Spread the pecans in a pie plate and toast for about 8 minutes, until fragrant. Let cool then coarsely chop the pecans.
In a large skillet, melt the butter. Add the onion, celery and sausage and cook over moderate heat, breaking up the sausage with the back of a spoon, until the sausage is cooked through, about 10 minutes. Add the sage and thyme and cook until fragrant, about 1 minute. Scrape the sausage into the bowl with the bread.
Add the chopped pecans and apple to the bowl with the bread. In a medium bowl, whisk the chicken broth with the egg. Pour over the bread mixture and add 2 teaspoons of salt and 1/2 teaspoon of pepper. Toss until the bread soaks up the liquid. Scrape into the prepared baking dish and cover with foil. Refrigerate for at least 1 hour or overnight.
Preheat the oven to 375°. Bake the stuffing for about 30 minutes, until it is hot throughout. Remove the foil and bake for about 30 minutes longer, until the top is lightly golden. Serve hot or warm.