Grilled sardines, or sardinhas asadas, are summer street food in Portugal, says Pata_Negra. There are no fancy recipes—the treatment is extremely simple. "Dry the fish, brush with some oil and grill," advises Pata_Negra. "Sprinkle salt flakes over and devour by the dozen. Wash everything down with a vinho verde." It's a dish that's also common in Spanish tapas restaurants—again, treated very simply with olive oil, salt, pepper, and lemon, says ML8000. And leave the heads on—Portuguese cooks don't even scale the sardines before they grill them, says Pata_Negra.
If you want to give grilling sardines a shot, RAGHOUND notes that fresh sardines are frequently available at Asian markets—although the fattest, sweetest sardines come from Portugal, says Pata_Negra.
Discuss: Grilled Sardines