Heat a skillet over medium-high heat and add the sausage. Cook stirring to break the sausage up, until browned.
Transfer the sausage to a large mixing bowl.
Place the skillet back on the stove and add the onions and celery. Cook until they are soft. Stir in the garlic, sage, thyme, pepper, and salt. Cook for 1 minute, then transfer the mixture to the bowl with the sausage.
Add the bread cubes to the bowl and toss them with the sausage and veggies.
Whisk the chicken broth, cream, melted butter, and egg together in a large bowl. Pour it over the bread mixture and use a large spoon to fold the mixture together. Let the mixture sit for 10 to 30 minutes until the bread cubes soak up the liquid (fresher bread will soak up the liquid faster, and croutons will take longer).
Grease a 7-inch baking dish. Transfer the stuffing to the baking dish. If there is any liquid left in the bowl, drizzle it over the top of the stuffing.
Cover the pan with a sheet of aluminum foil (press it snuggly around the outside edges, so the foil stays on firmly).
Place the stuffing in the air fryer and cook at 350°F for 15 minutes. Remove the foil and continue baking for 5 to 10 minutes or until it is brown and crisp on top.
Let the stuffing cool for 5 minutes before serving.