Prepare cornbread according to package directions for a double recipe, using broth in place of the liquid. Let cool 30 minutes before coarsely crumbling in a large mixing bowl; set aside.
Preheat oven to 400 degrees F.
Heat oil in a large non-stick skillet over medium-high heat. Cook sausage until browned, stirring frequently; remove and set aside.
Add 1/2 cup of broth, celery, onion and sage to sausage drippings in skillet. Bring to a boil over medium-high heat; reduce heat to medium-low. Cover and cook 10 to 12 minutes or until celery is tender. Stir in black pepper and remove from heat.
Stir sausage and celery mixture into cornbread. Add remaining broth and egg; gently stir until just moistened. (For moister stuffing, add 1 cup additional broth.) Spoon into an 11x7-inch baking dish coated with non-stick cooking spray. Bake, uncovered, 25 minutes or until golden brown.