Cut off the lid of the pumpkin and set it aside. Pull out the seeds and strings from inside the pumpkin. Brush the inside flesh with melted butter, season with salt and pepper. Place pumpkin on a roasting rack set inside a pan; bake for 15 minutes.
In a large skillet, heat oil over moderate heat. Add onion, celery, garlic, apples, celery seed, and fennel seed. Sprinkle in orange zest and 2 tablespoons each parsley and sage. Cook, stirring often, until fragrant, about 3 minutes. Season with salt and pepper. Add the ground sausage, breaking up the meat with a wooden spoon, and brown until no longer pink, about 10 minutes. Deglaze the pan with wine, cook down 2 minutes to evaporate the alcohol. Stir in the cream, check seasoning.
Scrape the sausage mixture into a large bowl and fold in the cornbread. Gradually blend in the eggs and chicken broth, until the stuffing is evenly moistened. Add remaining parsley and sage. Fill the pumpkin with stuffing, return to the oven, and bake 20 minutes until the eggs are cooked and the stuffing has a little lift. Serve stuffing in the pumpkin bowl topped with lid.