Preheat the oven to 170C/150C Fan/Gas 3.
Line a large flat baking tray with baking paper and place the cherry tomatoes cut-side up onto the tray. Season the pork (skin and flesh side) with a generous amount of salt and pepper.
Put the tomatoes on the lower shelf of the oven and roast for approximately 1 hour 30 minutes (or until nicely burnished around edges). Add the pork at the same time and roast slowly for about 3½-4 hours (cover with aluminium foil for the final hour of cooking). When the tomatoes are cooked set aside to cool.
Once the pork is cooked, allow to cool before picking all the meat from the joint and discarding the fat and any skin. Shred lightly with a knife and set aside.
In a large frying pan over a medium high heat, toast the fennel seeds until they begin to release their scent and become slightly brown. Add a generous drizzle of oil and fry the onions until translucent and beginning to take colour, followed by the crushed garlic and shredded pork. Stir well, add the passata, honey and a generous amount of salt and pepper to taste. Reduce the heat and allow the sauce to reduce until thick and gravy-like (don’t let it get too dry or your baklava will be dry). Remove from heat, set aside and allow to cool until just warm.
Preheat the oven to 200C/180C Fan/ Gas 6. Brush the base of a 25-30cm/10-12in square cake tin generously with melted butter. Line the base with 4 sheets of filo (2 lengthways and 2 widthways) allowing an equal amount of overhang on each side and brushing each layer of pastry with melted butter.
Divide the filling into 2 equal portions. Spread 1 evenly over the pastry in the tin. Scatter over the cherry tomatoes and some crumbled feta, then take a sheet of filo and fold it in half to make a square. Place it over the filling and brush with butter. Add another layer of filling and fold the loose pastry overhanging the sides over the top of the baklava. Take the last sheet of filo pastry, fold it in half to make a square and place carefully on top to seal the baklava. Tuck the edges in carefully and then brush liberally with the remaining butter.
Using a very sharp knife, cut the top layers of pastry to make either neat squares or large diagonal lines across the pastry layers. Bake for 30 minutes or until deep golden-brown.
While the baklava are baking, make the syrup. Place a small saucepan over a medium-high heat and dissolve the caster sugar in 200ml/7fl oz boiling water. Add the orange zest and cayenne, if using, and stir well before allowing the mixture to reduce and form a syrup (this takes about 10-15 minutes).
To serve, pour the syrup over the hot baklava and set it aside for a few minutes before serving. To serve, either remove the whole baklava from the tin using a fish slice or cut into little pieces.