Cleaning octopus is a labor of love... which is why I usually have the fishmonger do it for me. You can usually find baby octopus at Asian markets in most major cities. This is one of my son's favorite dishes, and for good reason. Oh so good!
To clean each octopus, use a small sharp knife and cut each head from the tentacles. Remove the eyes by cutting a round of flesh from the base of each head. To clean the heads, CAREFULLY slit them open and remove the gut. Rinse thoroughly. Cut the heads in half. Push out the beaks from the center of the tentacles from the cut side. Cut the tentacles into sets of four or two, depending on the size of the octopus. Set aside.
Score a cross in the base of each tomato. Place the tomatoes in a bowl of boiling water for 10 seconds, then plunge into cold water and peel the skin away from the cross.
Cut each tomato in half and scoop out the seeds with a teaspoon. Chop the flesh and set aside.
Blanch all the octopus in boiling water for 2 minutes, then dain and allow to cool slightly. Pat dry with paper towels.
Heat the olive oil in a heavy-based frying pan and cook the onion for 7-8 minutes until lightly golden.
Add the octopus and garlic to the pan and cook for another 2-3 minutes.
Add the tomatos, wine, saffron and thyme.
Add just enough water to cover the octopus.
Simmer, uncovered, for 1 hour. Uncover and cook for another 15 minutes or until the octopus is tender and the sauce has thickened a little. The cooking time will vary quite a bit depending upon the size of the octopus.
Season to taste. Serve hot or at room temperature, sprinkled with chopped parsley. (We like it at room temp).