One whole octopus (2 to 3 pounds), cleaned and rinsed
2 garlic cloves, lightly crushed
2 fresh oregano sprigs and 1 tablespoon chopped
Salt
3/4cup olive oil
3 tablespoons red wine vinegar, or more as needed
Pepper
1 small shallot, chopped
1/4cup crumbled feta cheese
1 small fennel bulb
2 oranges
2 tablespoons fresh lemon juice
1cup Kalamata olives, pitted and chopped
Instructions
Put the octopus in a large pot with the garlic, oregano sprigs, and enough water to cover; add a large pinch of salt. Bring to a boil, then adjust the heat so the water bubbles gently and cook for 45 minutes. At this point, start checking every 10 minutes to see if the octopus is nearly tender: poke it with a sharp thin-bladed knife; when the knife enters fairly easily, the octopus is ready (it should take another 15 to 35 minutes). Be careful; it can go from underdone to mushy very fast. Look for the texture of imitation crabmeat (sorry). Drain in a colander.
Combine 1/2 cup oil and the vinegar in a blender and season with salt and pepper. Run the machine until a creamy emulsion forms, about 30 seconds. Taste and add more vinegar a teaspoon or so at a time until the balance tastes right to you. Add the shallot, the tablespoon chopped oregano, and the feta and turn the machine on and off a few times until the shallot is minced. Taste and adjust
Heat a charcoal or gas grill for direct cooking until quite hot and put the rack as close to the heat source as possible. Or heat a large grill pan over 2 burners until smoking hot. Trim the stems from the fennel and chop 1⁄4 cup of the fronds for garnish. Cut the fennel in half lengthwise, then slice crosswise as thin as you can manage. Slice off about 1⁄4 inch from both ends of the oranges so you can stand them on the cutting board. Use a very sharp knife to cut as close to the flesh as possible, removing the skin and bitter white pith in long pieces; you’ll lose some flesh, but try not to cut off too much. Cut the oranges crosswise into “wheels.”
Cut the octopus into large pieces; they don’t have to be the same size, but it helps them cook evenly if each piece has relatively uniform thick-ness. Whisk together the remaining 1/4 cup oil and the lemon juice. Brush the octopus pieces with this mixture and grill them quickly on all sides until crisp, 8 to 10 minutes total. Put the fennel, oranges, the olives, and grilled octopus in a large bowl and drizzle with the dressing. Toss to combine, then serve, garnished with the chopped fennel fronds.