In a large shallow baking dish, stir together miso, 1/2 cup lemon juice, and marmalade; season with salt and pepper. Set aside 1/2 cup glaze. Add pork to dish, turning to coat; let marinate for 15 minutes.
Preheat oven to 475 degrees. Heat a large skillet over high heat; add olive oil and slab bacon, cooking until fat is rendered. Add fennel and onion; cook until fennel begins to soften, about 10 minutes. Add tarragon and garlic; cook for 2 minutes. Drain excess fat, if necessary, and discard tarragon. Add sugar, and cook until dissolved. Add vermouth, and using a wooden spoon, scrape up any browned bits; reduce until almost dry. Add remaining juice of 1 lemon, red pepper, and fennel seeds; cook until dry. Remove from heat, and toss with zest; set aside.
Remove pork from marinade, and pat dry to remove excess marinade; discard marinade. Place pork on a work surface, cut side up; season with salt and pepper. Evenly spread fennel mixture over pork; roll to enclose. Using butcher's twine, tie pork every 1 1/2 to 2 inches.
Place pork in a 9-by-13-inch roasting pan fitted with a rack. Rub pork with olive oil; season with salt and pepper. Roast until browned, 20 to 25 minutes. Reduce to 350 degrees and continue cooking until an instant-read thermometer inserted into the thickest part registers 130 degrees, 15 to 20 minutes; cover with parchment paper-lined foil if browning too quickly.
Increase oven temperature to 550 degrees. Brush pork with reserved glaze. Continue to cook until dark brown, 5 to 8 minutes.
Transfer pork to a serving platter. Cover with parchment paper-lined foil, and let rest for 10 to 20 minutes. To serve, slice pork into 1/4-inch-thick pieces.