Bring pork to room temperature by removing it from refrigerator 1 to 2 hours before cooking.
Preheat the oven to 275 degrees F.
Heat the olive oil in a large skillet over medium heat until hot. Add the onions, cover pan, reduce the heat to medium-low and cook until light brown, about 3 to 4 minutes. Add the sage and season with salt and pepper. Cook until the onions cease throwing off water, about 3 minutes. Remove from heat, allow to cool on plate.
Peel back the pork skin, and spread a good amount of the fennel spice and add the onions directly on the fat layer. Fold the skin back over the onions and tie closed with kitchen string. Season well all over with the remaining fennel spice.
Arrange the meat on a rack in a casserole pan lined with foil, drizzle with more olive oil and cook until the meat is very tender, about 8 hours. It is ready when it pulls away easily if picked at with a pair of tongs. It is often easiest to cook the meat overnight, or put it in the oven in the morning and let it cook all day. It does not need to be attended.
Put the fennel seeds, coriander seeds, and peppercorns in a heavy pan over medium heat. Watch carefully, tossing frequently so the seeds toast evenly. When light brown and fragrant, pour the seeds onto a plate to cool. They must be cool before grinding, or they will gum up the blades.
Pour the seeds into a blender and add the salt. Blend to a fine powder, shaking the blender occasionally to redistribute the seeds. Store in a tightly sealed glass jar in a cool, dry place, or freeze.
This dish can be simplified or made more elaborate depending on your taste. You can omit the onions and simply season the meat with the fennel spice. You can roast aromatic vegetables until caramelized and add them to the bottom of the roasting pan. Or you can add another layer of flavor to the onions: mince fresh rosemary and fruits such as oranges, kumquats, Meyer lemons, apples, pears, or quince, and cook with the onions, or make a paste of garlic and fresh or dried chiles and add to the onions.