Brown the sausage in a large skillet over medium heat (add oil to skillet if needed); crumble the sausage while browning.
Transfer sausage to a large bowl, using a slotted spoon.
Add onion, celery, apple, and 1 tablespoon oil (if needed) to the skillet.
Stir/saute until tender; remove skillet from heat.
Add water and margarine to a saucepan; bring to a boil; remove pan from heat.
In a mixing bowl, combine stuffing mix with water/margarine mixture; toss lightly until moist throughout (add more water if you prefer moister stuffing).
Add fennel seeds to stuffing mixture; stir to blend.
Add stuffing mixture and onion mixture to the large bowl with sausage; mix thoroughly.
Transfer to a baking pan sprayed with cooking spray.