This one came out pretty well... though I think it's a bit of a masking agent...
http://www.taste.com.au/recipes/5533/bbq+octopus
Then there is the Japanese pickled ocky. I like it cooked THEN marinated for a day... I need to cook more of the big ones.
Smoked sounds great, actually. Never heard of that.
And it would go so well with Gin