Caesar is part of the octopus Resistance, and if that wasn't enough to get you hooked on this story, then I'm sorry for you. He's also got a separate personality for each limb and the resuly is weird but also hilarious!
“Octo-Heist in Progress” by Rich Larson (Clarkesworld #146; My Review)
I think we can all agree that Pico is an octopus after our own hearts. The story is fun with a tight-paced plot that hinges on, you guessed it, a heist involving an octopus. Not, mind you, a heist of octopuses.
Probably the strangest and most formally challenging of the bunch, this one doesn't involve an octopus but a picture of a "squid girl." The piece builds around survival and adaptation, and the loss of having to spend so much energy on avoiding societally-reinforced dangers and toxicities.
“Only the Messenger” by Emily C. Skaftun (Beneath Ceaseless Skies #299; My Review)
Astrill is a kind of octopus from a planet where his people are the dominant species. He now travels through space as an engineer in a setting where both reincarnation and faster-than-light communication are a thing, though the later ends up being part of an enormous conspiracy...
"Some Remarks on the Reproductive Strategy of the Common Octopus" by Bogi Takács (Clarkesworld #127; My Review)
In a complex and powerful take on "uplifted animals," the narrator of this story is a sentient octopus on an alien world who finds a human, opening up a lot about the history of both peoples. It's charming but doesn't shy away from some difficult topics. (more recently appeared in the amazing The Trans Space Octopus Congregation from Lethe Press)
Definitely the most sensual of the bunch so far, and not involving an octopus exactly but a kind of octopus-merperson who is found and brought in to research. The piece touches on longing and environmental exploitation and is all kinds of good.
This is a complete cheat because the octopuses are never seen, but rather are on a planet that the narrator is trying to save from destruction (by becoming a sacrifice). But despite the only-tangential inclusion of octopuses, it's a good story and so I'm sticking it here.