Bring a large pot of water to a boil. Add the crushed garlic, bay leaves, lemon halves, and black peppercorns. Submerge the octopus in the boiling water. Reduce the heat to a simmer and cook for about 45 minutes to 1 hour, until the octopus is tender when pierced with a fork.

In a large bowl, whisk together the olive oil, red wine vinegar, smoked paprika, oregano, sea salt, and freshly ground black pepper.

Once the octopus is tender, remove it from the water and let it cool slightly. Cut the octopus into large pieces, leaving the tentacles whole if possible for a beautiful presentation. Add the octopus pieces to the marinade, ensuring they are well coated. Let it marinate for at least 30 minutes, or up to 2 hours for more intense flavor.

Preheat the grill to high heat. Grill the marinated octopus pieces for about 3-4 minutes per side, until they are slightly charred and crispy on the edges. Squeeze fresh lemon juice over the grilled octopus and serve immediately.