Season pork with pepper and salt.

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.

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.

Preheat oven to 450 degrees F (230 degrees C).

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.

Bake in preheated oven until pork is browned, about 15 minutes. Stir pork.

Turn on oven's broiler. Cook pork under broiler until crisp, 2 to 3 minutes.