Most local cooks who have worked with octopus all their life recommend freezing a fresh octopus before cooking to ensure you have a really tender octopus for your final dish. The freezing process breaks down the tough fibers in the octopus, which results in a tender, flavorful grilled tentacle. For this reason, I like to buy either frozen whole octopus, or the poached octopus tentacles I used in this recipe. I've included instructions for both in the recipe card, so you'll be set either way!