1. Preheat grill. Wash the sardines and soak in cold water for 10 minutes. Dry well. Grill the sardines for 3 to 5 minutes until just cooked through. 2. Lemon-Pepper Vinaigrette: 3. Place lemon juice and shallot in a blender and blend until smooth. Slowly add the olive oil and blend until emulsified. Add pepper and salt and blend for 5 seconds.