In a large bowl or pot, combine the beans, baking soda, and 3 quarts water and set aside to soak overnight. Drain and rinse the beans.
In a large stockpot, heat the vegetable oil over medium-high heat. Add the ham hocks and sear until browned, 4 to 5 minutes per side. Remove from the pan and set aside.
Reduce the heat to medium and add the onion and fennel. Cook, stirring, until softened, about 5 minutes. Add the garlic and cook until fragrant, about 1 minute. Pour in the wine. Using a wooden spoon, scrape up whatever ham hock and onion bits may have stuck to the bottom of the pot. Simmer until the liquid has cooked off, about 2 minutes.
Add the bay leaves, Herbes de Provence, salt, pepper, and 2 quarts water. Return the ham hocks to the pot and bring the water to a full boil. Reduce the heat to low, cover, and simmer until the ham hocks are tender, about 2 hours.
Stir in the beans and cook, covered, until the meat is falling off the bones, about 1 hour more. Transfer the ham hocks to a plate to cool; continue cooking the beans. Discard the skin and bones from the ham hocks and shred the meat. Return the meat to the pot and cook until the beans are tender and the stew has thickened, another 45 to 60 minutes.
Garnish each serving with fresh parsley.