Grate 1 teaspoon of peel from 1 lemon and squeeze 2 tablespoons of juice.

Cut the remaining lemon in half and squeeze its juice into a 4-quart saucepan; add bay leaves.

Fill the saucepan with 3 inches of water, cover, and bring to a boil over high heat.

In a large bowl, combine grape tomatoes, Gaeta or Nicoise olives, fresh parsley leaves, extra virgin olive oil, salt, black pepper, lemon peel, and lemon juice.

Rinse the squid under cold running water.

Slice the squid bodies crosswise into 1/2-inch-wide rings.

Cut the tentacles into several pieces if they are large.

Add shrimp to the boiling water in the saucepan.

Cook the shrimp for 1 to 2 minutes, or until just opaque throughout.

Transfer the shrimp to a colander to drain using a slotted spoon.

Add the shrimp to the bowl with the tomato mixture.

Return the water in the saucepan to a boil.

Add the squid to the boiling water and cook for 30 seconds to 1 minute, or until just opaque.

Drain the squid in a colander and add it to the shrimp in the bowl.

Toss until well combined.

Cover and refrigerate for at least 1 hour, or up to 4 hours before serving.