Heat a pot of water on a stove over medium-high heat. Holding the head of the octopus, dip the tentacles in the water for 10 seconds. Lift it back out. Repeat three times. This will cause the tentacles to curl. Drop the entire octopus in the water.
Add the juices, salt, pepper, wine and wine cork. Cover and simmer for 1 hour and 15 minutes to 1 hour and 30 minutes. The tentacles should be tender when pierced with a knife.
While the octopus is cooking, whisk together the vinaigrette ingredients in a large bowl. Toss 2 tablespoons of the vinaigrette in a separate bowl with the sliced fennel.
When the octopus is tender, remove it to a cutting board. Cut off the tentacles and discard the head. Place the tentacles in the vinaigrette. Soak for 30 minutes to overnight.
Heat the grill to high. Place the tentacles on the grill and cook, until charred on all sides.
Add a mound of fennel to a plate. Top with 2-3 pieces of grilled octopus. Drizzle with vinaigrette. Sprinkle with fennel fronds for garnish.