Poke several holes in squash; heat in microwave 5 minutes OR in 400° oven for 15 minutes to soften. Set aside to cool.
While squash is cooling, heat olive oil in a large skillet over medium-high heat. Remove sausages from their casing and place in skillet with chopped onions, breaking the sausage apart as it cooks. Cook until sausage is no longer pink.
Once squash is cool enough to handle, remove skin and seeds and cut into cubes.
Spread squash on a large rimmed baking sheet. Drizzle lightly with olive oil and toss to coat.
Spread bread cubes on a separate large rimmed baking sheet.
Place both baking sheets in the oven; bake bread cubes 10 minutes and squash 20-30 minutes or until fork tender. Stir both halfway through for even cooking.
Remove from oven; reduce oven heat to 350°.
Transfer bread cubes and butternut squash to a large mixing bowl.
Add sausage & onion mixture, chopped pecans, beaten eggs, melted butter, salt, pepper, and fresh sage.
Slowly add in chicken broth until bread is completely moistened but not soggy. (You may not use more or less chicken broth depending on desired consistency.)
Transfer stuffing mixture to a greased 9x13 inch pan.
Bake at 350° degrees for 30-45 minutes, until heated through.
Sprinkle with fresh thyme before serving.