Spread the beans out and pick through them, discarding any rocks, bits of debris, and shriveled beans. Rinse the beans under cold water to remove any dust or dirt. Put the beans in a large metal bowl with enough cool water to cover by about 3 inches. Soak at room temperature for 6 to 8 hours, adding more water if the level gets low. To see if the beans have soaked long enough, cut one in half. It should be the same color at its center as it is at the edge. Drain and rinse.
Tip:A long soak is the best way to ensure even cooking of the beans, but if you're short on time, you can do a quick soak in lieu of the step above: Put the beans in a large pot with enough cool water to cover by about 3 inches. Bring to a boil; boil for 2 minutes. Remove from the heat, cover, and let stand for 1 to 2 hours. Drain and rinse.
Put the beans in a 6-quart Dutch oven. Add 2 quarts cool water, or enough to cover the beans by about 3/4-inch. Bring just to a boil over medium-high heat, reduce the heat to maintain a gentle simmer, and cook, partially covered, stirring occasionally and adding hot water if necessary to keep the beans submerged, until they begin to soften, about 30 minutes.
Reserve 2 cups of the bean cooking liquid and drain the beans in a colander set over a bowl. Wipe out the pot.
Position a rack in the center of the oven and heat the oven to 400°F.
Heat the oil over medium-high heat in the wiped-out pot. Add the fennel, onion, lemon zest, bay leaves, garlic, oregano, 1 tsp. salt, and 1/4 tsp. pepper and cook, stirring often, until the vegetables are softened and lightly browned, about 5 minutes. Stir in the reserved bean cooking liquid, the tomatoes, and the beans. Bring to a simmer over medium-high heat. Cover and bake in the oven until the beans are almost tender but still a bit firm, about 15 minutes. Uncover and bake until the liquid is thickened and the beans are fully tender, about 15 minutes more. Discard the zest and bay leaves. Let the beans cool for about 20 minutes.
Stir 1/4 cup feta into the beans, transfer to a serving bowl, and top with the remaining 1/4 cup feta and the chopped fennel fronds. Serve warm.