Combine smoked paprika, lemon zest, salt, and black pepper in a small bowl, then rub the mixture evenly over the octopus tentacles, ensuring full coverage.
Brush the octopus generously with olive oil to help prevent sticking and promote even charring during grilling.
Preheat the grill to a medium-high heat until hot, about 5 minutes, until you see consistent flames or heat waves.
Place the octopus tentacles directly onto the grill grates, arranging them so they lie flat and don’t fold over.
Grill the octopus for about 4-5 minutes per side, turning with tongs until they develop a deep, smoky char and crispy edges.
Remove the octopus from the grill once evenly charred, and transfer to a serving platter. Squeeze fresh lemon juice over for extra brightness.