1. Combine the first 3 ingredients in a mini food processor, and process until pureed. Add olive oil and kosher salt to shallot mixture; pulse to combine. Place sardines in a shallow dish; rub inside and outside of fish evenly with shallot mixture. Cover and chill for 3 hours.
2. Prepare charcoal fire in a chimney starter; let coals burn until flames die down. Pour hot coals out of starter; pile on one side of grill. Coat grate with cooking spray; put grate in place.
3. Place sardines over direct heat; grill for 2 minutes on each side. Move fish over indirect heat, and grill for 5 minutes or until desired degree of doneness.
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