Make the stuffing: Preheat the oven to 350. In a large skillet over moderately high heat, saute the sausage until fully cooked. Drain and set aside.
In a large saucepan over moderate heat, melt the butter. Add the onion and celery and cook, stirring, until the onion becomes translucent. Add the apples, pecans and sausage. Cook, stirring, for 2 minutes. Remove from heat. Mix in the corn bread and white bread until well combined. Add the egg, applesauce, stock, minced herbs, celery leaf, salt and pepper.
Transfer stuffing to a 9x12 inch baking pan and cover with foil. Bake for 20 minutes. Remove from oven and cool to room temperature. When stufing is cool, crumble it into small pieces and reserve. May be prepared up to 2 days in advance. Keep covered and chilled.
Make the custard: Preheat the oven to 350. In a bowl, combine the eggs and the cream.
Butter 12 6 oz ramekins. Fill each 3/4 full with the stuffing. Do not pack tightly. Pour the egg and cream mixture on top of the stuffing to just below the lip of the ramekin. Set them in a shallow baking pan, pour enough hot water into the pan to reach halfway up the sides. Bake for 25 minutes, or until the custard is just set.
Make the onion cream sauce: In a 4 quart saucepan set over moderate heat, melt the butter, add the onion and cook, stirring occasionally, until the onions are translucent. Add the flour and cook, stirring, for 5 minutes.
Meanwhile, in another saucepan, scald the cream and milk together. Whisk the hot cream mixture into the onions and continue whisking until thoroughly combined. Simmer over low heat, stirring occasionally, for 10 minutes. The sauce should be thick enough to coat the back of a spoon. Season with salt, pepper and nutmeg. Strain sauce through a sieve, if desired. Keep warm until ready to serve.
Carefully remove the pan with the ramekins from the oven and take them out of the water bath. Unmold the puddings by running the point of a paring knife around the edge of each remekin. Invert the puddings and place on a platter. Nap with the onion cream sauce. Pass the remaining sauce in a gravy boat.