Peel, core and chop 1 apple into 1/3-inch pieces. Set aside.
Cut one-fourth off the top of the remaining apples and discard the tops. Using a melon baller or a spoon, hollow out the apples, leaving 1/3 inch of the flesh on the inside. Set aside.
In a large sauté pan over medium-high heat, warm the olive oil. Add the sausage and cook, stirring occasionally and breaking up the sausage with a wooden spoon, until browned, 3 to 5 minutes. Using a slotted spoon, transfer the sausage to a large bowl.
In the same pan, combine the celery, onion and chopped apple and sauté until tender, 3 to 5 minutes. Add the celery mixture, the thyme, sage, parsley and bread cubes to the bowl with the sausage, season with salt and pepper and stir to combine. Spoon the stuffing into the apples, packing it lightly. Arrange the apples in a baking dish and cover with aluminum foil.
Bake for 45 minutes, then remove the foil and continue baking until the apples are tender and the stuffing is golden on top, 15 to 20 minutes more. Serve immediately.