Soak the beans overnight in a large bowl with plenty of water and 1 tablespoon baking soda. By the next morning, the beans will be swollen. Rinse well under running water and place them in a pan with cold water. Boil over medium heat for approx. 40 minutes, until they are soft but not mushy.
While the beans are boiling, prepare the sauce: in a deep frying pan (with a lid) sauté the onions in half the olive oil for about 6-7 minutes until they become translucent. Add the chopped celery and sauté for a further 2-3 minutes, then add the carrot and garlic. Stir everything together for 1 minute. Add the tomato purée, rubbing it into the bottom of the pan to cook for 1-2 minutes to release its aromas. Finally, add the chopped tomatoes and ½ cup of water, adding salt & black pepper. Cover the pan and simmer for 10 minutes; then stir in the parsley and dill.
Empty the beans out into a small ovenproof dish and pour the sauce over them, drizzling with the remaining olive oil. Place in a pre-heated oven (180 °C) and bake for almost 1 hour until all the sauce has been absorbed by the beans, leaving just the olive oil at the bottom of the pan. (You may need to add a little bit of water as they are cooking; check now and again to make sure the beans have not stuck to the bottom of the dish.)
Sprinkle the chopped feta cheese over the top for the last 10 minutes of baking.