Place chicken, celery, onion, salt and peppercorns in water to almost cover. Simmer until chicken is tender, about 2 hours. Remove chicken from bones in good-size pieces. Arrange in 2-qt. casserole. (Cool and refrigerate if you like.)
Combine bread cubes, sage, ⅛tsp. pepper and ½tsp. salt. Brown onion in butter; add to bread mixture. Spread over chicken.
Melt fat in heavy skillet; add flour with 1½tsp. salt and ⅛ tsp. pepper; stir until smooth. Blend in strained chicken broth; cook until thick and smooth, stirring constantly.
Mix a little hot gravy with yolks; pour yolks into remaining gravy. Cook over medium heat about 3 minutes, stirring constantly. Pour over casserole.
Bake in moderate oven (375°) 35 minutes or until custard gravy is set and golden brown on top.