3. Pile the bread cubes into a very large bowl and set aside. Set a 10-inch sauté pan over medium heat and add the olive oil and sausage. Cook, breaking up the sausage with a wooden spoon or spatula into 1/2- to 1-inch bits, until browned on all sides, 5 to 7 minutes. With a slotted spoon, transfer the sausage to the bowl of cubed bread.
4. Raise the heat under the pan to medium-high, add the onions, celery, and garlic and sauté until the onions are translucent and just beginning to brown, 8 to 10 minutes. Stir in the thyme, sage, salt, and pepper, cook for 1 minute, and then add the mixture to the cubed bread.
5. With the pan off the heat, carefully pour in the Marsala. Keep your face away from the pan as the wine may sputter. Set the pan over the medium-high heat and bring the liquid to a boil, stirring to scrape up any flavorful bits in the pan. Boil for 2 minutes and then add the Marsala to the bread mixture, stir until well combined. Taste and add salt and pepper if needed.
6. Spread the mixture in the baking dish, cover tightly with foil, and bake for 20 minutes. Remove the foil and continue to bake until the top is lightly browned and crisped, about 15 minutes.