In a blender, combine onions, garlic, orange juice, oil, red wine vinegar, 2 tablespoons Worcestershire sauce, 3 teaspoons kosher salt, oregano, and pepper. Blend on high speed until completely smooth, about 30 seconds. Set aside.
Trim away any excess fat from the sides and underside of the pork, leaving the skin and fat cap on top. Transfer pork to a large bowl.
Using the cut sides of the lemon, rub the entire surface of the pork. Discard lemon halves, then pat pork dry with paper towels.
Using the tip of a sharp knife or a fork, pierce pork all over, making 15 to 20 evenly spaced slits about ½-inch deep, concentrating them in the thickest sections. Season pork all over with remaining 2 teaspoons kosher salt.
Pour half of marinade into a large Dutch oven or pot and place pork, skin-side down, in Dutch oven. Pour remaining marinade over pork, turning pork as needed to coat evenly on all sides. Cover and refrigerate for at least 8 hours or up to 24 hours.
Thirty minutes before cooking, remove pork from refrigerator. Adjust oven rack to middle position and preheat oven to 325°F (165°C). Add thyme and bay leaves to Dutch oven. Cover and roast pork, skin-side down, for 2 hours. Flip pork, cover with lid, and continue to roast until pork is tender, lightly browned, and registers at least 180°F (82°C) in the thickest part, about 2 hours.
Remove lid and increase oven temperature to 425°F (220°C). Continue to roast, uncovered, until skin is deeply browned and crisp and a knife or fork inserted into meat meets very little resistance when twisted, about 30 minutes. Discard thyme sprigs and bay leaves. Transfer pork to a cutting board and let rest for 20 minutes.
Meanwhile, place Dutch oven over medium-low heat. Add wine and remaining 2 teaspoons Worcestershire sauce and cook, scraping up any browned bits from bottom and sides of Dutch oven with a wooden spoon, until wine has mellowed and sauce is deeply browned, about 7 minutes. For a smoother sauce, strain through a fine-mesh strainer and return to Dutch oven, if desired.
Slice or shred pork, then return to Dutch oven and toss thoroughly to coat with sauce. Serve.
