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.
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.
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.