Preheat oven to 350°. Arrange the bread cubes on a baking sheet and toast for 10 minutes, tossing about halfway through. Place the toasted bread cubes in a large bowl.
Season the chicken with salt and pepper. Place the thighs, skin side down in a French oven, braises, or large skillet. Turn the heat to medium-high and cook until the chicken skin is browned and crisp, about 8-10 minutes. Turn the chicken over and cook an additional minute. Remove the chicken and place on a plate. The chicken doesn’t need to be cooked through, as it will finish baking in the oven.
Using the same pot as the chicken, add the sausage meat in golf ball sized chunks. Cook for 3 minutes, then turn over and break up into small, bite-sized pieces. Cook and additional 2-3 minutes until browned and caramelized. Add the sausage, with its juices, to the bowl of bread cubes.
Again, using the same pot, melt 2 tablespoons of butter. Add the onions and celery, and sauté for 2 minutes. Add the garlic and mushrooms, then season with ½ teaspoon of salt and pepper. Cover and cook for 5 minutes, stirring every minute or so. Once the vegetables have softened, remove the pot from the heat and add the vegetables to the bowl with the bread and sausage.
Add the chopped sage, fennel seeds and chicken stock to the bowl with the stuffing ingredients. Toss until everything is well combined and all the bread cubes are moist. Dump the stuffing back into the pot and spread it out evenly.
Arrange the chicken thighs, skin up, in the stuffing so the flesh is cover and skine exposed . Bake in the oven for 30 minutes, until the stuffing begins to brown and crisp on top and the chicken is cooked through. Sprinkle with parsley before serving.