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Step 1
Season pork with pepper and salt.
Step 2
Heat oil in large pot over high heat. Working in batches, cook pork in the hot oil until browned on all sides, about 5 minutes. Return all cooked pork and accumulated juice to pot.
Step 3
Season pork with bay leaves, cumin, dried oregano, and cayenne pepper. Stir in fresh orange juice, orange zest, and milk. Bring mixture to a boil over high heat; reduce heat to low. Cover and simmer, stirring occasionally, until meat is fork tender but not falling apart, about 2 hours.
Step 4
Preheat oven to 450 degrees F (230 degrees C).
Step 5
Remove pork from liquid. Skim some fat from the pot to grease a baking dish. Transfer the pieces of pork to the baking dish. Drizzle about 2 more tablespoons of the floating fat over the meat. Season with more salt, if needed.
Step 6
Bake in preheated oven until pork is browned, about 15 minutes. Stir pork.
Step 7
Turn on oven's broiler. Cook pork under broiler until crisp, 2 to 3 minutes.