I just realized something...it seems to me like an octopus would get sucked into a filter/protein skimmer. Is this something I should worry about? They're just so flexible, and the species I'm getting is dwarf!
You can buy screen at Home Depot, or sacrifice a fishnet to cover the intake. A rubber band would probably hold it on there fine. You could use some sponge material, but that would get clogged often and you would have to clean it frequently.
Most intakes have big enough openings a dwarf would get sucked right in.
We use foam to cover all pump, skimmer and powerhead intakes. Even our hatchlings don't go through them and we have never had a blue-ring, A. aculeatus, or other species sucked into a pump. One O. cyanea did pull of a foam cap on a powerhead, but it was too large to enter the mechanism. The worst that happened was that a couple of arm tips were inserted and were chewed uup.
Mine's mantle is about the size of a large peanut and his arms are about as big around as a pencil lead. Considering they can squeeze through a hole the size of their beak, it's just better safe than sorry.
It's right to be concerned about your octopus getting into places it shouldn't.
You can use netting (I use the kind that fruits and veggies come in, wash and especially rinse very thoroughly. I prepare it in advance and have it ready for use. The reason I like this is because I can have a selection of different stiffnesses and hole size). The netting can be secured by cable ties or rubber bands.
Foam is also good.
I make liberal use of duct tape to hold down the cover - it's fine as long as it's not in a place that gets wet.