Drizzle the squid bodies with the lemon juice and set aside.

Preheat the grill or broiler.

In a large mixing bowl, combine the tentacles, lemon zest, herbs, anchovies, garlic, bread crumbs, egg, a judicious amount of salt and black pepper to taste and mix well to combine thoroughly. Using a small spoon or pastry bag, stuff the reserved squid bodies with the filling. Using a toothpick, fasten the bodies closed.

Brush the squid with plenty of olive oil and season with salt and pepper. Grill or broil 20 minutes, turning at least once. Serve immediately, garnished with lemon wedges.