If you are fortunate enough to be able to get fresh sardines or fresh anchovy, grill them over hot glowing coals or wood embers.
Dust fish lightly in flour before grilling: the flour will help -to keep the fish whole.
If using larger fish, such as mackerel, score the sides lightly in two or three places.
Put fish on a hot grill, turn when browned, and remove when well browned on both sides.
Sprinkle a few drops of olive oil over fish while grilling.
When it is cooked, sprinkle it with finely chopped garlic and parsley, and pour hot olive oil over it.
The hot oil will cook the garlic and parsley slightly and permeate the flesh of the fish with the flavoring.