Combine the garlic, zest, juice, oregano and oil in blender and blend until smooth. Put the pork in a baking dish, add the marinade and turn to coat. Cover and refrigerate for at least 1 hour and up to 4 hours.
Heat a grill to high. Remove the pork from marinade and season with salt and pepper, to taste. Grill until golden brown on all sides and cooked to medium doneness. Brush the radicchio and tomatoes with oil and grill until lightly charred. Remove the pork from the grill to a cutting board and loosely tent with foil. Let rest 10 minutes before slicing. Remove the radicchio and tomatoes from grill and set aside to cool slightly.
Whisk together vinegar, mustard, anchovy paste and a touch of honey in a medium bowl. Slowly whisk in the olive oil until emulsified. Add the radicchio, tomatoes, arugula, cucumber, olives, and capers and toss to combine. Transfer to a platter and top with feta and pork slices. Garnish with fresh oregano and serve.