1. In 12-inch skillet over medium heat, heat sausages and 1/4 cup water to boiling. Cover; simmer 5 minutes. Remove cover and continue cooking, turning sausages frequently, until water evaporates and sausages are well browned, about 20 minutes. Remove sausages to paper towels to drain.
2. Meanwhile, dice celery and onion. Finely chop walnuts. Coarsely chop enough parsley to measure 1/2 cup.
3. In 3-quart saucepan over medium heat, in hot butter or margarine, cook celery and onion until tender, stirring occasionally. Remove saucepan from heat. Into celery mixture in saucepan, tear bread into small pieces. Add ground turkey, salt, pepper, and 1/2 cup water; mix well. In small bowl, mix walnuts with pars ley; set aside.
4. In 12" by 8" baking dish, form one-third of turkey mixture into 8" by 4" rectangle. Arrange 4 sausages in two rows on rectangle; top with another third of turkey mixture and remaining sausages. Cover loaf with remaining turkey mixture and shape into 8" by 4" loaf, pressing firmly. Pat walnut-parsley mixture into top of loaf. Bake in 350°F. oven 1 1/4 hours or until cooked through.