Preheat the oven to 180°C.
Boil chorizo in white wine, simmer for 15 minutes, cool, skin, and cube.
Mix cubed feta with the diced chorizo in a bowl.
Stuff squid tubes three-quarters full with the mixture and seal with cocktail sticks.
Prepare a baking dish.
Sear squid in batches in a hot oiled frying pan for one minute per side.
Transfer seared squid to the baking dish and bake for two minutes.
Fry the reserved squid tentacles in the same pan for two minutes.
Blanch sliced fennel in boiling salted water for one minute, then drain.
Season fennel with olive oil, salt, and pepper and serve with the squid.