I got two of those in Silver Strand last month and cooked them up! Good eating.
You actually can catch stuff for your tank, if you have a license.... This topic came up on TONMO, about octopuses. IF it's for personal, it's cool. The law you're talking about is to stop people collecting for selling.
I took a couple tiny versions home to try out but they didn't last, I suspect they were eaten by the serpent star.