Heat oven to 200C/180C fan/gas 6. Put the tomatoes on a baking sheet lined with baking parchment, drizzle over 2 tbsp olive oil, season and roast in the oven for 20 mins or until soft. Set aside.
Meanwhile, pour 2 tbsp oil into a large saucepan and add the squash, thyme, garlic and onion. Season generously and cook on a low heat for 15 mins or until the vegetables begin to soften (but not brown).
Add the tomatoes, chickpeas, bay, ground spices and harissa. Season to taste and pour in the stock. Bring to the boil, then reduce the heat and simmer for 30-35 mins until the liquid has reduced.
Put the feta in a small bowl and add the remaining olive oil and the lemon zest. Mix well and set aside.
Toast the fennel seeds in a frying pan for 1 min, then lightly crush with a pestle and mortar, or in a bowl with the back of a rolling pin.
Add the ground coriander and cavolo nero to the stew and cook for 2 mins. Put the stew in a bowl and top with a scoop of feta, a sprinkling of coriander leaves and fennel seeds, and some seasoning. Serve with lemon wedges on the side.