Prepare the Baby Octopus: Start by cleaning the baby octopus if it’s not pre-cleaned. In a mixing bowl, combine 2 tablespoons of olive oil, the juice and zest of 1 orange, the juice and zest of 1 lemon, 3 minced garlic cloves, 1 teaspoon smoked paprika, 1/2 teaspoon ground cumin, and 1/4 teaspoon red pepper flakes (if using). Season this mixture with salt and pepper to taste. Add the baby octopus, ensuring it is well-coated. Let it marinate in the refrigerator for at least 30 minutes.
Cook the Baby Octopus: Heat a large skillet or grill pan over medium-high heat. Once hot, add the marinated octopus, cooking for approximately 4-5 minutes per side until the octopus is tender and caramelized. Look for a nice golden brown color and a slightly crispy exterior. Remove from heat and let sit while you prepare the broccolini.
Prepare the Broccolini: Bring a pot of water to a boil and blanch the broccolini for about 2 minutes. This will keep its vibrant color and crisp texture. Immediately transfer it to a bowl of ice water to stop the cooking process. Once cooled, drain it well. In the same skillet you used for the octopus, heat 1 tablespoon of olive oil and 1 teaspoon of sesame oil over medium heat. Add the blanched broccolini and sauté for 2-3 minutes. Stir in 2 teaspoons of soy sauce and 1 teaspoon of honey (or maple syrup), and cook for another 1-2 minutes. Top with 1/4 cup toasted slivered almonds and season with salt and pepper to taste.
Plate the Dish: Arrange the sautéed broccolini on a serving platter. Top it with the grilled octopus, ensuring it is evenly distributed. Finish with a sprinkle of chopped fresh parsley for color and garnish with lemon or orange wedges on the side for an extra zing of citrus when serving.