Drain soaked beans and place in a large pot. Fill pot with enough water to cover beans. Cover the pot and bring to a boil over high heat. Reduce heat to low and continue to simmer for 1 hour or until beans are tender but not mushy. Skim the foam from the water while the beans cook. Drain beans, reserving 2 cups of the cooking liquid. Place beans in a 9x13 inch baking dish and set aside.
Heat a large saute pan over medium heat. Add sausage and cook until browned, breaking up sausage into small chunks. Remove with a slotted spoon and set aside.
In the same pan, heat ¼ cup olive oil. Add onion and celery and saute until tender, about 5 minutes. Add garlic and saute for 1 more minute.
Add back sausage along with tomato paste, tomatoes, parsley, oregano, thyme, red chili flakes, lemon zest, and sherry wine. Bring to a simmer and continue to cook for 5 minutes. Add reserved 2 cups cooking liquid and bring to a boil. Season braising sauce with salt and pepper.
Pour braising liquid over beans, stirring to combine. Add another cup of water and drizzle remaining ¼ cup olive oil on top. Continue cooking beans in oven for 1 hour or until tender.
Remove braised beans with sausage from the oven. Top with crumbled feta, chopped parsley, and freshly cracked black pepper. Serve with crusty bread if desired.
Notes
Soak the beans the night before before cooking the dish.