Boil the beans in a pressure cooker or in a saucepan for 40 minutes until slightly softened. Strain the beans and reserve 500 ml of the cooking water.
Preheat oven to 200°C.
Crush the coarse salt and the fennel seeds in a mortar and transfer to a bowl. Mix in the pepper and mustard. Coat the chicken legs with the mustard mixture and set aside.
Place the beans, garlic, celery, tomatoes, sugar, salt and pepper in a baking dish and toss to combine. Place the chicken legs on top of the beans and pour the reserved cooking water from the boiled beans into the baking dish. Add the olive oil and oregano sprigs and bake in preheated oven for 30-35 minutes until the beans are cooked and the chicken legs are well cooked inside and crispy on the outside.
About 10 minutes before removing the chicken & beans from the oven, sprinkle with feta cheese and crushed fennel seeds.
Garnish with lemon zest and serve.