Preheat the oven to 325 degrees . Grease a 9-by- 13-inch baking dish. Spread the bread cubes on a baking sheet and bake until lightly toasted, 15 to 20 minutes. Transfer the bread to a large bowl.
Meanwhile, in a large skillet, cook the sausage over medium-high heat, breaking up the meat with a wooden spoon, until browned, about 5 minutes. With a slotted spoon, transfer the sausage to the bread. Discard all but 2 tbsp. of the drippings from the skillet.
Melt the butter in the reserved drippings in the skillet. Add the celery and onions and cook over medium-low heat, stirring occasionally, until softened, about 8 minutes. Scrape into the bowl with the bread and add the chicken broth, egg, cranberries, parsley, sage, 1 1/2 tsp. salt and 1/2 tsp. pepper. Mix well and transfer to the prepared baking dish. Cover with greased foil and bake until hot, about 45 minutes. Uncover and bake until browned and crisp, about 15 minutes.