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Lightly oil the grill. Lightly brush or rub oil on the sardines. Grill until the fish tests done and meat flakes easily.
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Rub the lemon and lime halves with a bit of oil. Lightly rub the grill with a bit of oil. Grill the citrus halves over the hottest part of the grill until they are charred. Remove to a platter.
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Lay the sardines on a platter or serving plate. Squeeze the charred citrus over the tops, and place some on the plate around the sardines. Drizzle with a bit of oil, and sprinkle with salt and pepper. Serve.