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1
Prepare a medium-hot grill fire.
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2
When hot, wipe down the grill with a paper towel dipped in oil.
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3
Cut 2 of the lemons into 1/4-inch slices and halve the other.
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4
Grill the lemon slices and halves until they have nice grill marks, 2 to 3 minutes per side for the slices and 3 minutes total for the halves.
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5
Then carefully grill the chiles until lightly charred, about 1 minute (if you have a mesh grill insert, use it to keep the chiles from falling through the grate).
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6
Mince one-quarter of the lemon slices and transfer to a small bowl.
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7
Chop the chiles into small pieces (for less heat, remove and discard the seeds first).
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8
Add the chiles to the bowl, along with the 1/2 cup olive oil, parsley, garlic, shallot, and 1/2 teaspoon salt.
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9
Whisk to blend and set aside.
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10
Season the sardines with 1 teaspoon salt and drizzle with a little olive oil.
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11
Grill, turning once, until the fish are just cooked through, about 2 minutes per side.
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12
Arrange the remaining three-quarters of the lemon slices on a platter and top with the grilled sardines.
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13
Drizzle the sauce over and around the sardines, reserving any extra to serve on the side.
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14
Squeeze the grilled lemon halves over the platter.
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15
Serve warm or at room temperature.