1. With stiff brush, scrub clams under running cold water to remove any sand. In 5-quart Dutch oven over high heat, heat water and wine to boiling. Add clams; heat to boiling. Reduce heat to medium-low; cover and cook just until shells open, about 5 minutes.
2. Discard top shell from each clam; rinse clam on half shell in cooking broth. Place clams in 13" by 9" baking dish. Let broth stand a few minutes, until sand settles. Spoon 1 teaspoon clear broth into each clam; discard remaining broth. Rinse and dry Dutch oven.
3. In Dutch oven over medium heat, brown sausage, stirring to break up sausage. Stir in celery; cook 1 minute. Stir in bread cubes; cook until browned. Remove from heat; cool slightly. Stir in egg.
4. Preheat oven to 425°F. Top clams with sausage mixture. Bake 10 minutes or until browned.