Put the octopus in a large pan with the bay leaves, veggies, and peppercorns.
Cover with water and bring to a boil – you may need to weigh down the octopus with a saucer or similar to keep the octopus under the surface.
Simmer with a lid on for an hour to 1½ hours until the tip of a small knife easily pierces the flesh.
Turn off the heat and allow to cool completely.
Drain the octopus and cut it into bite-sized pieces.
Mix the oil, garlic, and oregano together with some salt in a large bowl and whisk. Add the pieces of octopus and leave to marinate in the refrigerator for at least 2 hours and preferably overnight.
Heat your pellet grill until hot.
Drain off the marinade and grill the octopus for about 3 minutes until charred to your liking.
Squeeze over the lemon juice, add a little more oregano, a pinch of salt and pepper, and serve.