Preheat oven to 350 degrees F.
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.