Can I grill a whole octopus without pre-steaming or poaching?
Full-size octopus are tough and rubbery when cooked, so the purpose of pre-cooking is to tenderize.  According to some research, this can be done by hanging the octopus out to dry and then beating the crap out of it, but that sounds like more trouble than simply poaching.

If your octopus is already cleaned (i.e. ink sac, stomach, and beak removed) then all you need to do is pop it into a covered pot on high heat - after a few minutes, it will give up a lot of its liquid.  Turn the heat down to low, keep covered, and let it braise for at least an hour (or more - a restaurant I used to work in that served octopus cooked it sous vide for a good 10 hours).  If the pot starts to run dry, add a bit of water.  You can also add flavoring agents like garlic, wine, herbs, etc. to the braise if you like or just let the octopus hang out in its own juices.

After braising, you could either break down your octopus right away or bring it whole to the BBQ (somewhat diminished in size, but still impressive!) and cut it up there.  You will want to separate the tentacles from the body and cut the head sac into strips either way.  If you leave it whole, it will cook unevenly because of the varying thickness of the flesh.  Cook over the hottest part of the grill to finish, just to bring the flesh up to temperature and add a little char. 

Skewering the tentacles with a little olive oil and salt will work just fine, but the flavor is fairly mild if you didn't add anything to the braise so a sauce or glaze is a fine idea.  That same restaurant got rave reviews with a simple sauce of olive oil, garlic, paprika, and a touch of sherry vinegar.