- Make the cornbread: Put drippings in a 9-inch cast-iron skillet and place it in oven as it preheats to 450 degrees. Whisk together cornmeal, flour, salt, baking powder, and baking soda in a medium bowl. In a small bowl, whisk together egg and buttermilk. Make a well in center of cornmeal mixture and pour in egg mixture. Stir only until blended. Remove skillet from oven and scrape in batter. It will sizzle and pop, so be careful. Bake until cornbread is firm in middle and golden brown on top, about 25 minutes. Turn out onto cutting board or wire rack to cool, then crumble and store in an airtight container at room temperature.
- Make the dressing: Preheat oven to 350 degrees. Generously butter a 9×13-inch baking dish and set aside. Melt butter in a large skillet over medium-high heat. Add onions, celery, and a pinch of salt and cook, stirring often, until they begin to soften, about 10 minutes. Stir in apples and cook, stirring often, until tender, about 3 minutes. Stir in thyme, sage, parsley, and pecans and cook, stirring often, for 2 minutes. Pour into a large bowl. Stir in bread and 4 cups of cornbread. Season with salt and pepper. Whisk eggs in a small bowl until whites and yolks are blended and then stir into bread mixture. Stir in enough warm stock to make dressing quite moist, but not so much that there is standing liquid in bottom of bowl. Spoon dressing into prepared baking dish.
- Cover with aluminum foil and bake for 20 minutes. Remove foil and bake until dressing is hot and lightly browned on top, about 25 minutes longer. Serve warm.
To make ahead: Cornbread can be baked up to a day in advance. Prepare the dressing through step 2 up to 2 days ahead. Cover with foil and refrigerate. Increase the covered baking time by about 10 minutes.