Preheat the grill to medium-hot.
Rub the sardines with the olive oil, then roll in the breadcrumbs. Season well and sit on a grilling tray. Lay the rosemary and thyme sprigs on top of the fish. Grill for 5-7 minutes, turning once until the fish is cooked and the breadcrumbs are golden and crunchy.
Remove from the grill when ready and arrange on serving plates. Season with the lemon juice and serve immediately.