The fire brings out the sweetness of the delicate white meat, which in turn absorbs the flavors of olive oil, oregano, and charcoal without surrendering its own. Cleaning and tenderizing an octopus can be an intimidating process: Fortunately, virtually all the octopus sold in North America is cleaned and tenderized already. This leaves you the easy task of grilling the octopus (preferably over charcoal) until it’s nicely charred on all sides, without quite being burnt. Octopus is available frozen at Greek markets, Japanese markets, and specialty seafood shops. Squid or shrimp can be prepared in a similar fashion. This recipe is unusual in that the octopus is grilled dry, then marinated.
Step 1: Using a paring knife, peel or scrape any reddish skin off the octopus (you probably won’t need to do this, as most octopus comes already cleaned). Leave the legs whole, but cut the body in quarters. Rinse the octopus under cold running water, then drain it and blot dry with paper towels.
Step 2: Set up the grill for direct grilling and preheat to high.
Step 3: When ready to cook, brush and oil the grill grate. Arrange the octopus pieces on the hot grate and grill, turning with tongs, until nicely charred (but not quite burnt) on all sides, 3 to 6 minutes per side (6 to 12 minutes in all).
Step 4: Transfer the octopus to a cutting board and cut it into bite-size pieces. Place the pieces in a serving bowl.
Step 5: Combine the wine vinegar, lemon juice, oregano, salt, pepper, olive oil, and parsley in a small bowl and whisk to mix, then pour the marinade over the octopus and toss to coat. Let the octopus marinate for at least 5 minutes, or up to 30 (the octopus can be served warm or at room temperature). Taste for seasoning, adding more salt or wine vinegar as necessary; the octopus should be highly seasoned. Serve the octopus accompanied by lemon wedges.