Tenderize the squid by soaking them in buttermilk for at least an hour.
Leave the squid bodies whole and dice the tentacles.
In a medium bowl, lightly beat the egg; set aside.
In a medium pan over medium heat, warm the olive oil.
Add the onion and cook until tender, stirring occasionally, about 8 to 10 minutes.
Add the garlic, ham, tentacles and breadcrumbs. Stir until well blended, about two minutes.
Add the lemon juice, parsley and salt and pepper (to taste).
Add this mixture to the bowl with the beaten egg. Mix well and allow it to cool.
Mix together the dressing ingredients in a small jar and shake well.
Rinse the buttermilk from the squid and pat dry.
Stuff the squid with the cooled filling and skewer the tops closed with toothpicks.
Brush each side with olive oil and sprinkle with salt and pepper.
Heat a grill to medium-high heat (400 to 450 degrees F).
Grill the squid, turning once, until firm and light grill marks appear, about 3 minutes on each side.
Place the grilled squid on a serving platter and spoon the dressing over them.
