Bring a large pot of salted water to a boil. Squeeze in 1 lemon and add the rinds to the water. Holding the octopus with tongs, dip the octopus into the boiling water 3 or 4 times, until the tentacles begin to firm and curl. Then, submerge the octopus in the water and cook for 40 minutes, uncovered.

In a large bowl, mix the oregano, vinegar, oil, and salt together. Remove the octopus from the boiling water, place it into the oregano mixture, and let lightly marinate for a few minutes.

Heat the grill to medium high. Grill the octopus until browned and crisped on the edges, turning every 5 minutes for 15 minutes. Remove from the grill, place on a platter, and cut into pieces. Squeeze the lemon over the octopus and sprinkled with some dried oregano.