I don’t think I’ve ever seen uncooked baby octopuses in a regular grocery store. Last time we went to the market to get pasteurized eggs, to our surprise, they had fresh baby octopuses. It was also very cheap (less than $5 per pound and I could not resist getting some). I decided to marinade them in both Western and Japanese styles and just grill them on a charcoal fire.
Western style Marinade: Lemon juice (from one medium lemon), lemon zest (from one lemon before squeezing its juice using a micrograter), olive oil (3-4 tbs), salt and pepper. I also added fresh thyme (finely chopped) from our herb garden.
Both styles had lots of flavor, especially the Western version had nice lemony and thyme flavors. Only problem was that both were a bit chewy. For most Japanese, this degree of chewiness is Ok but not for most Westerners including my wife. I ended up cutting them into small pieces.
Since we made perilla seedpod Tsukudani 紫蘇の実の佃煮, we tried it on the potatoes. it is much better than just salt. It has very interesting taste, sweet and saltiness and popping texture. We also made our usual grilled rice balls. These food all went very well with cold sake and we stayed until dark on our back deck.