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Step 1
Bring a large pot of salted water to a boil and blanch the octopus for 90 seconds. Remove the octopus and let it drain on a colander.
Step 2
Meanwhile, preheat the oven to 300°F. Line the bottom of a brazier, a Dutch oven or other large, ovenproof pot with the herbs and bay leaves. Lay the octopus on the nest of herbs, cover the pot and cook in the oven until tender, which will be somewhere between 90 minutes for small octopus to 4 hours for a really gigantic one. Two hours is about normal.
Step 3
When the octopus is tender, cut it into chunks. Leave small octopi whole. Mix the olive oil, lemon juice, oregano and chile and marinate the octopus in this for at least 1 hour, and as much as a day or two.
Step 4
To finish, get your grill blazing hot. Make sure the grill grates are clean. Grill the octopus over high heat until you get a little bit of charring here and there; they're already cooked, so you are just adding flavor. Drizzle your grilled octopus with really good olive oil, grind some black pepper over them and serve with a wedge of lemon -- and a shot of ouzo.