Preheat oven to 375 degrees.
Make the filling: Blanch the greens in boiling water for 1 minute, then drain and cool under running water. Squeeze well and completely dry and finely chop. Set aside.
Put 3 tablespoons olive oil in a large skillet or wide saucepan over medium heat. Add onion and fennel, season with salt and pepper, and cook until softened and lightly colored, about 10 minutes.
Add fennel fronds, fennel seed, anchovy, garlic, oregano and red pepper. Cook, stirring, for about 2 minutes more.
Turn off heat and transfer mixture to a mixing bowl. Add pine nuts, lemon zest, bread crumbs, cheese and reserved cooked chard. Mix well with a wooden spoon. Taste and correct seasoning.
Using a teaspoon, put some filling in each squid body, taking care not to overstuff. Place stuffed squid in an earthenware baking dish in one layer. Season squid on both sides with salt and pepper and drizzle with 2 tablespoons olive oil.
Season tentacles with salt and pepper and arrange them around the edge of dish (alternatively, arrange tentacles in a separate baking dish). Drizzle tentacles lightly with oil. Spoon any remaining stuffing over tentacles.
Bake for 15 to 20 minutes, until are sizzling and lightly browned. You can broil for a few minutes if you want more color. Sprinkle with parsley and serve with lemon wedges. (May also be served at room temperature.) Serve each person 3 or 4 squid, with tentacles.