To ensure crisp, golden skin, steam the goose before roasting to render some of its fat. How to Carve a Goose.
Trim wing tips from goose using a sharp knife, and transfer to a medium saucepan with reserved neck and heart. Cover with cold water by 3 inches, and bring to a simmer. Simmer gently for 2 hours. Strain stock through a sieve; discard solids. (You should have about 3 cups liquid.)
Rinse goose inside and out, and pat dry with paper towels. Trim as much of the excess fat as possible from the opening of the cavity. Transfer to a large roasting pan fitted with a roasting rack, and place breast side up. Let stand at room temperature for 30 minutes.
Prick goose all over with a fork. Season skin and cavity generously with salt and pepper. Fill cavity with herb sprigs. Pour 1 inch boiling water into roasting pan, and cover tightly with parchment-lined foil. Set roasting pan across 2 burners, and cook over medium heat for 1 hour to steam goose. Meanwhile, make the stuffing.
Preheat oven to 350 degrees. Pour off pan juices. Scatter onion, carrot, and fennel around bottom of pan. Remove herb sprigs from cavity. Spoon stuffing into cavity. Return goose to roasting rack, breast side down, and re-cover with parchment-lined foil. Roast for 30 minutes.
Raise oven temperature to 475 degrees. Uncover goose, and flip, breast side up. Add apples to bottom of pan. Roast until goose skin is golden, juices run clear, and an instant-read thermometer inserted into the breast reaches 165 degrees, 30 to 40 minutes more. Stuffing should also reach 165 degrees. Transfer goose to a cutting board, and let rest for at least 30 minutes before carving.
Meanwhile, transfer apples to a serving platter, and cut in half if desired. Pour off fat from pan. Set roasting pan across 2 burners over medium-high heat. Add Marsala, and deglaze pan, scraping up brown bits from bottom using a wooden spoon.
Strain pan juices through a fine sieve, pressing solids; discard solids. Transfer juices to a small saucepan, and bring to a boil.
Mix cornstarch with 1/2 cup reserved goose stock, and whisk into pan juices. Add 1 more cup stock, and simmer until slightly thick, 2 to 5 minutes. Season with salt and pepper.
Transfer stuffing to a serving bowl before carving goose. Transfer goose to platter with apples. Serve with gravy.