The beneficial effects of the Mediterranean diet (MedDiet), the most widely followed healthy diet in the world, are principally due to the presence in the foods of secondary metabolites, mainly polyphenols, whose healthy characteristics are widely recognized. However, one of the biggest problems associated with the consumption of polyphenols as nutraceutical adjuvant concerns their bioavailability. During the last decades, different nanotechnological approaches have been developed to enhance polyphenol bioavailability, avoiding the metabolic modifications that lead to low absorption, and improving their retention time inside the organisms. This review focuses on the most recent findings regarding the encapsulation and delivery of the bioactive molecules present in the foods daily consumed in the MedDiet such as olive oil, wine, nuts, spice, and herbs. In addition, the possibility of recovering the polyphenols from food waste was also explored, taking into account the increased market demand of functional foods and the necessity to obtain valuable biomolecules at low cost and in high quantity. This circular economy strategy, therefore, represents an excellent approach to respond to both the growing demand of consumers for the maintenance of human wellness and the economic and ecological exigencies of our society.