Preheat the oven. Preheat your oven to 325°F. Lightly grease a 9x13-inch baking dish if desired to make serving and cleanup easier.
Brown the sausage. Heat a large skillet over medium heat and add the sage sausage. Cook, breaking it apart with a wooden spoon or spatula, until it is golden brown and cooked through, about 6–8 minutes. Drain any excess grease if needed.
Sauté the vegetables. Add the butter to the skillet with the cooked sausage. Once melted, add the chopped onion and celery. Sauté on medium-high heat or medium heat for 4–6 minutes, stirring occasionally, until the vegetables are tender and the onion becomes translucent.
Assemble the rice mixture. Pour both boxes of long grain and wild rice mix into a 9x13-inch baking dish. Add the cooked sausage, sautéed onion and celery, one seasoning packet from the rice mix, parsley, fresh sage, salt, and black pepper. Pour the chicken broth evenly over everything and gently stir to combine.
Bake Time covered. Cover the baking dish tightly with aluminum foil and place it in the preheated oven. Bake for 45 minutes. Keeping the dish covered during this first part of baking helps the rice steam and cook evenly.
Finish baking uncovered. Carefully remove the foil and return the dish to the oven. Continue baking uncovered for approximately 15 minutes, or until the rice is tender and most of the liquid has been absorbed. If the rice needs additional time, continue baking in 5-minute increments until fully cooked.
Rest the rice. Remove the baking dish from the oven and let it rest for 10 minutes. This gives the rice time to finish absorbing any remaining liquid and allows the flavors to come together.
Add the pecans and serve. Just before serving, sprinkle the toasted chopped pecans evenly over the top. Fluff the rice gently with a fork and serve warm. A great way to serve this dish is with over-easy eggs and seasonal fruit. Store leftovers in an airtight container or cover the casserole dish with plastic wrap.