In a large pot with a lid, heat the olive oil over medium-high. Season the pork with salt and pepper. Add the pork to the pot and cook, turning occasionally, until browned all over, about 5 minutes. Transfer the pork to a bowl and cover tightly with plastic wrap to keep it moist and retain juices.
Add the chopped fennel bulb, onion, fennel seeds and star anise to the pot; season. Cook over medium, stirring, until fragrant, 3 minutes. Add the wine and cook, stirring occasionally, until the liquid is almost evaporated, 3 minutes. Add the stock and pork with any juices from the bowl and bring to a boil over high. Cover, reduce the heat to medium-low and simmer, stirring often, until the pork is fork-tender, about 1 hour.
Transfer the pork to a cutting board. Using two forks, shred the meat into thin bite-size pieces. Skim off the fat from the juices and discard the star anise. Return the pork to the pot. Cook, uncovered, over medium, stirring occasionally, until the sauce thickens slightly, 10 to 15 minutes; season the ragu.
Meanwhile, in a medium nonstick skillet, heat the canola oil over medium-high. Working in batches, fry the polenta until golden and crispy, about 3 minutes per side. Transfer to a wire rack to drain; season. Divide polenta among plates and serve the pork mixture alongside, topped with the fennel fronds and lemon zest.