Rinse the Whole octopus under cold water, trim away the beak and eyes if present, then pat dry; if frozen, thaw completely before cooking.
Fill a large pot with water and bring to a gentle boil, then add a Bay leaf, a tablespoon of Red wine vinegar, a generous pinch of Sea salt and a handful of Black peppercorns.
Lower the heat to a simmer and submerge the octopus; cook gently, partially covered, until the thickest part gives easily when pierced with a knife—about 45–90 minutes depending on size—skimming any foam as needed.
Remove the octopus from the poaching liquid and let it cool until you can handle it, then cut the tentacles into 2–3 inch pieces (reserve a little cooking liquid if you want to moisten the pieces later).
Whisk together 1/4 cup Extra-virgin olive oil, the juice of one Lemon, 1 teaspoon Dried oregano, a pinch of Sea salt and freshly ground Black pepper to make a bright dressing.
Heat a grill or grill pan until very hot. Brush the octopus pieces with a little of the dressing or olive oil and char them 2–3 minutes per side until nicely browned and slightly crisp at the edges.
Transfer the grilled octopus to a platter, drizzle with the remaining dressing, squeeze extra lemon over the top if desired, and serve warm with crusty bread or a simple salad.
