Preheat the oven to 400˚F/200˚C.
Clean the octopus: Remove its sac-like head and discard. Using a sharp paring knife, cut away the beak-like mouthpiece. Put the octopus in a medium pot, add the wine, bay leaf and strip of orange zest, cover and cook over low heat for about 45 to 50 minutes, until the octopus is basically cooked but still a little al dente. Cooking times will vary slightly depending on the octopus.
While the octopus is cooking, prepare the tomatoes and rice filling. For the tomatoes, cut off the top of each tomato about 1/3 inch/0.8 cm from the stem end. Reserve the tops. Using a teaspoon, carefully hollow out the tomatoes. Finely chop the tomato pulp and set aside. Season the inside of the tomatoes with salt, white pepper and a little sugar and turn upside down on a large platter to drain.
For the rice, heat the olive oil in a large skillet over medium heat and cook the onion for about 7 to 8 minutes, stirring, until it is soft. Add the garlic and stir. Add the rice and stir for 1 to 2 minutes, to coat in the oil. Pour in 2 cups of water. Stir until the water is absorbed. Remove the skillet from the heat.
When the octopus is cooked, strain the pan juices, remove the octopus and set aside to cool slightly. When cool enough to handle, chop the octopus into very small pieces.
Add the octopus, chopped mussels and raw shrimp to the rice mixture. Stir in the tomato pulp, chopped roasted red pepper, oregano, and the grated orange zest. Season to taste with salt and pepper.
Lightly oil an oven-proof glass baking dish large enough to hold the tomatoes snuggly in one layer. Add the filling up to the rim of each tomato and place in the pan. Spoon a little of the octopus pan juices into each tomato. Cover each tomato with its cap. Drizzle with a little olive oil. Cover with parchment and aluminum foil and bake for about 45 minutes, or until everything is tender. Serve.
