Preheat oven to 200C. Place capsicum on an oven tray, drizzle with 1 tbsp oil and roast, turning occasionally, for 20 minutes or until skin is well wrinkled. Place in a bowl, cover with plastic, stand until cool, then peel using fingers, discarding membrane and seeds, and slice lengthways into sixteen 5mm strips.
Place parsley, orange rind, garlic, chilli, sugar and 1 tsp sea salt in a mortar and, using a pestle, pound to a smooth paste. Add remaining oil, 1 tbsp orange juice and season to taste with sea salt and freshly ground black pepper. Lie sardines skin-side down on a clean work surface, spread each fillet with parsley mixture, top with a piece of capsicum, roll up tightly and secure with a toothpick. Place sardines on a lightly oiled oven tray, drizzle with remaining orange juice, season to taste and roast for 5 minutes or until cooked through.
Note Serve this dish with our recipe for frizzantes.