Trim off any excess fat cap if there is one. Pat roast dry with paper towel. Rub coarse salt all over the roast. Cover and refrigerate overnight. (Optional step) See Note 1 below to skip overnight dry brine.
When ready to cook, let roast stand 30 minutes at room temperature.(Optional step)
Preheat oven to 300°.
Pat roast dry. Heat butter and oil in a heavy bottom or non-stick Dutch oven over medium heat. Add the pork roast and brown about 4 minutes per side. If butter starts to turn brown, reduce heat. Tranfer pork to a plate and set aside.
Add the cream and red pepper flakes to the Dutch oven and heat, scraping up bown bits. Remove Dutch oven from heat.
Rub crushed fennel seeds all over pork roast. Add pork and any accumulated juices back to the Dutch oven with the cream.
Scrape 4 long pieces of peel from the lemon. Scrape off any white pitch before adding the strips to the pot. Add the bay leaf and thyme. Zest the remaining lemon and reserve zest for garnish later.
Braise roast, uncovered in the oven for 2 ½ to 3 hours. Turn roast over halfway through cooking.
Remove roast to a serving platter or carving board. Cover lightly with foil and allow it to rest 10-15 minutes. The sauce will be split and curdled. The traditional Italian approach is to serve it this way. I prefer to blend til smooth with a stick blender or in the blender.
Slice and serve the pork with milk sauce poured over. Garnish with parsley, reserved lemon zest, flaked sea salt and fresh ground pepper if desired.
There is lots of sauce with this dish and it is delicious with mashed potatoes or pasta.
Leftovers keep well in the fridge for 2-3 days.