I used small octopus for this recipe, but it works just as well with larger ones, too. If you use a big octo, you will need to braise it longer, and you will want to cut it into chunks when you are ready to grill. Octopus is readily available at both Asian and Latin markets. There is no easy substitute for octopus, although squid will get you close.
You can marinate your octopus for as long as a day or two beforehand and they will still taste fine. You can also braise on one day and grill on another. Once they've been braised, the octopi will keep a few days in the fridge. You also can serve this hot or at room temperature, so it really is a perfect make-ahead appetizer. For another great octopus recipe, check out my Spanish pulpo gallego.