Level: Easy
Yield: 4 to 6 servings
Nutritional Information Per Serving (1 of 6): Calories 436, Total Fat 25 g, Saturated Fat 4 g, Carbohydrates 10 g, Dietary Fiber 1 g, Sugar 1 g, Protein 40 g, Cholesterol 127 mg, Sodium 791 mg
Time Required: 1 day 2 hr 10 min
Preparation Time: 1 day 2 hr
Cooking Time: 10 min

Marinade:

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Thaw the octopus in a bowl of lightly salted water in the refrigerator until it becomes flexible, preferably overnight. Press out the beak, cut away the eyes, turn the head inside out and discard the guts, then wash thoroughly under cold running water.
Preheat the oven to 300F (150C). Place the octopus in a deep oven-safe dish and cover it (do not add water). Bake, turning occasionally, until the octopus is bright pink-red and tender, about 1 1/2 hours. Drain in a colander, rinse under cold water, rub off and discard the skin, then pat dry. Rub the octopus with coarse salt and let it dry on a towel-lined plate or baking tray in the refrigerator, covered, for at least 2 hours.
Chop the chilled octopus into 2-inch pieces and pack tightly into a 1-quart jar.
In a small saucepan, bring together the 1/2 cup olive oil, red wine vinegar, oregano, bay leaves, sugar, salt, and pepper to a boil. Pour the hot marinade over the octopus in the jar, add the diced lemon pulp, and add more olive oil if needed so the octopus is fully covered. Cover, cool, and refrigerate overnight or up to one week.
Remove the jar from the refrigerator about 1 hour before serving.
Preheat a grill. Thread the octopus pieces onto the soaked skewers, reserving the marinade. Grill the pieces until edges are browned and heated through, turning once and basting with the reserved marinade. Serve hot with lemon wedges.