Consider a connected open set $U\subset \Bbb R^n$ (or a Riemannian manifold if you're ambitious), and $S\subset U$ closed and with Hausdorff dimension $\le n-2$. Is $U\setminus S$ connected? If not, does $\dim S\le n-3$ work? What is the optimal dimension?
It seems surprisingly hard even in the case of $U=\Bbb R^2$. There exist uncountable zero-dimensional subsets of $\Bbb R^2$, so one cannot use this classical result. I think that if one proves it in the $n=2$ case one can do induction to higher $n$ via some sort of slicing argument (maybe using Fubini).
Even more generally, consider $R\subset \Bbb R^n$ connected and $\dim R=k$. Can $S\subset R$, $\dim S=k-2$ (or maybe $k-3$) disconnect $R$?
Partial answer: If $S$ is assumed compact, the result is true.
The Cech cohomological dimension is lower than (or equal to) the covering dimension, which in turn is lower than (or equal to) the Hausdorff dimension.
By Poincaré-Alexander duality, $$H_1(U,U-S) \simeq \check{H}^{n-1}(S)=0 .$$
From the following fragment of the reduced long exact sequence of $(U,U-S)$: $$H_1(U,U-S) \to \widetilde{H}_0(U-S) \ \to \widetilde{H}_0(U),$$ we get that $\widetilde{H}_0(U-S)$ is zero (since the left and right are $0$), and thus $U-S$ is connected.