In a large pot, place the octopus, celery, bay leaf, garlic, peppercorns, 1 teaspoon of salt, and 1 lemon cut in half.
Pour in enough water to cover. Turn the heat to medium-high and bring to a boil.
Lower the heat to simmer, cover the pot, and allow the octopus to cook until tender. This will take approximately 60 minutes. You can check for tenderness with the tip of a sharp knife.
Remove the octopus from the water to a baking dish, discarding the aromatics and liquid.
Coat the octopus with 1 tablespoon of olive oil. Cover with plastic wrap and place in the refrigerator for up to 24 hours.
Remove the octopus from the refrigerator to bring it to room temperature. Remove as much of any outer skin still attached as you can by rubbing your hands over the octopus. Don’t worry if it doesn’t come off. It will char when grilled.
Heat your Foreman Grill to high.
Meanwhile, cut the octopus into serving sizes, approximately 4”. Coat with 1 tablespoon of olive oil and sprinkle with salt and pepper.
Grill the octopus with the top closed just until the outside chars. This will happen quickly – approximately 3 to 5 minutes. Depending on your grill size, you will likely do this in batches.
Remove the octopus to a serving platter and brush with olive oil.
Cut 2 lemons in half. Grill the lemon halves to lightly char.
Serve the octopus with the grilled lemon. You can garnish with chopped parsley or oregano if desired.