Have the fishmonger clean the sardines or do it yourself: remove the innards and briefly rinse the abdominal cavity. Then pat the fish bone-dry, inside and out. Damp skin is guaranteed to stick to the grill, whereas dry skin forms a crust within a minute and then releases on its own.
Rub the sardines with a tablespoon of olive oil and sprinkle them generously with coarse sea salt. Let them sit for ten minutes while you make the salad.
Cut the fennel bulb in half, remove the core, and shave it paper-thin. Cut the tomatoes into wedges and the red onion into thin half-rings. Mix everything with two tablespoons of olive oil, the red wine vinegar, salt, and black pepper, and let the salad sit for a bit so the tomatoes release their juices.
Make the gremolata by mixing the finely grated zest of a lemon with a finely chopped clove of garlic and a generous handful of finely chopped parsley. Use only the yellow part of the zest; the white pith underneath is bitter, and you will taste that immediately in a raw mixture like this.
Heat a grill pan until smoking hot and grill the sardines for three minutes per side. Only flip them when the skin releases effortlessly.
Place the sardines on top of the salad, sprinkle with the gremolata, and drizzle with the remaining olive oil and lemon juice. Fatty fish provides plenty of omega-3 and protein with virtually zero carbohydrates.