Clean the octopus and cut off the tentacles for boiling. Blanch the tentacles in a pot of boiling water for a few minutes, then cool them down in an ice bath.
Add the tentacles to a pot with water, salt, peppercorns, sliced lemon, a few garlic cloves, the stems from the parsley and 2 tsp. olive oil. Wash the baby fennel and cut off the bottoms. Separate the fennel segments, leaving the tops still attached and add them to the water. Bring the water to a simmer.
Put a lid on the pot and place in an oven at 200 degrees Celsius. Cook for about 30 minutes in the oven, depending on the thickness of the tentacles. When tender, remove the pot from the oven and let cool in the cooking liquid for about 30 minutes.
Once the tentacles are cooled down in the cooking liquid, remove and cut into smaller pieces. Drizzle the octopus with the juice from 1 lemon mixed with chopped parsley, 2 tsp olive oil, salt and pepper. Serve with the cooked fennel, some of the cooking broth and plenty of XO Sauce™.
