Place pork, skin side down, on a work surface. Using a sharp knife, score meat in a crosshatch pattern, about 1 inch deep x 2 inches wide. Starting with one short side, roll pork into a tight spiral; cut a shallow line in skin to mark where it overlaps. Unroll spiral; turn pork skin side up. Using shallow line as a guide, slice to remove skin from portion of pork that will be inside the roll. (Any skin left inside roll will not get crispy.) Carefully score remaining skin in a cross-hatch pattern, about ¼ inch deep x 1 inch wide. Turn pork skin side down; set aside.

Heat oil in a large skillet over medium-high. Add onion; cook, stirring often, until translucent, about 3 minutes. Add collard greens, fennel seeds, and 1 teaspoon of the salt; cook, stirring often, until just wilted, about 2 minutes. Remove from heat; let cool, uncovered, 10 minutes.

With skin side down, sprinkle pork belly evenly with parsley, minced garlic, rosemary, lemon zest, black pepper, collard greens mixture, and remaining 4 tablespoons salt; pat mixture into pork.

Starting with the shorter, skin-removed side, reroll pork belly into a tight spiral (skin-removed side should be on the interior of the spiral). Tie spiral tightly in 1-inch intervals with kitchen twine. Place in a roasting pan fitted with a rack, and chill, uncovered, 12 hours.

Preheat oven to 275°F. Bake until a thermometer inserted into thickest portion of pork registers 160°F, 4 to 6 hours.

Remove from oven, and increase oven temperature to 500°F. Bake until skin is crispy and deeply browned, about 25 minutes, basting with drippings during last 10 minutes of cook time. Remove from oven, and let rest 30 minutes. Slice with a serrated knife; discard twine. Serve with Lemony Herb Sauce, fresh parsley, and lemon wedges.