If you haven't thought about serving octopus before, here's your chance to do so. Using a smaller octopus means more tender results in less time, so forget all the chewy renditions you've had before; this elegant appetizer is sure to impress.
In a bowl, mix together all of the ingredients and set aside.
Be careful cleaning the cactus since some of the thorns are very little. Grab them with a towel and clean with a knife, going against the thorns. Cut around the edges of the cactus to make sure there are no thorns left. Discard the first ½-inch of the bottom, since this part is too thick and flavorless.
Bring salted water to a boil in a saucepot over high heat. Add the cactus and cook until tender, about 30 minutes. Drain in a colander set over a bowl for about 1 hour to allow some of the excess liquid to drain out.
Dice the cactus and combine with the onion, tomatoes, cilantro, and queso fresco. Toss well with the lemon-oregano vinaigrette and season with salt, to taste.
Cook the sugar in a saucepan over medium-low heat until it becomes caramel, stirring constantly. Add the sherry and stir to make syrup, then add the black olives and let them simmer for 5 minutes. Transfer to a blender, process, and strain. Set aside.
In a large pot, combine the water, pickling spice, salt, chile flakes, and lemon, and bring to a boil over high heat. Then, add the octopus and cook for 1 hour. Remove from the water and let cool. Discard the head and then slice the tentacles into thirds (about 2 ½ inch pieces), then slice in half.
Preheat a grill to 400 degrees. Brush the octopus with vegetable oil and season with salt and pepper, to taste. Place the octopus on the grill and quickly grill for 1 minute on each side.
Serve the octopus on top of the cactus salad. Drizzle the black olive caramel on top.