Heat oven to 400 degrees F. Grease two 15 x 10 x 1-inch jelly-roll pans.

Scrub squash. Use point of sharp knife to pierce through skin. Cut squash in half. Scoop out loose center flesh and seeds.

Trim fennel; remove any bruised or discolored outer layers. Quarter fennel lengthwise; place in large bowl. Reserve 2 quarters. Toss remaining pieces with marjoram, salt, pepper and 2 tablespoons melted butter. Transfer to prepared pan.

Place squash halves, cut sides down, in second prepared jelly-roll pan. Add 2 cups water to pan.

Place pans of fennel and squash in 400 degrees F oven. Roast fennel for 1 hour, stirring occasionally. Roast the squash for 30 minutes.

Meanwhile, dice remaining fennel. Cook crumbled sausage in large skillet over medium-high heat until browned, 3 minutes. Reduce heat to medium; add onion, diced fennel and red pepper; cook until all vegetables are softened, 10 to 15 minutes. Add vegetable broth and water to skillet. Bring to boiling over high heat. Place stuffing mix in large bowl. Add sausage-broth mixture to stuffing mix; stir to evenly moisten. Stir in egg.

Remove squash from oven. Carefully invert. Brush insides of squash with syrup. Fill with stuffing, mounding generously. Brush exposed cut edges of squash with remaining 2 tablespoons melted butter. Cover loosely with foil.

Roast squash 15 minutes. Remove foil. Roast 15 minutes, until knife-tender. Top fennel with cheese.