Heat broiler. Trim the crusts from bread and discard. Cut bread into 3/4" cubes and spread on a baking sheet. Broil 3 minutes or until lightly toasted; turn over bread cubes and broil 3 minutes longer. Set bread aside and heat oven to 350° F. Butter a 9" square baking pan.
Remove and discard the tough outer leaves of the leeks. Trim the dark green tops and discard (or reserve for soup making). Cut the leeks in half lengthwise and rinse well, fanning out the leaves to remove any dirt. Finely chop.
Melt 2 tbsp. butter in a large skillet over medium heat. Add the leeks and celery; cook 5 minutes. Add the mushrooms and salt; cook 5 minutes, stirring. Remove from heat and add the pecans.
Heat broth, honey, the remaining 4 tbsp. butter, the thyme and sage to a simmer. Stir into bread to moisten. Fold in the leek and pecan mixture, then fold in the egg. Spread in the prepared pan and bake 40 minutes or until browned and center is firm.