To make the lemon sauce, whisk all the ingredients together in a small bowl along with 1/4 cup of water.
For the finished dish:
The sardines should be as fresh possible: Canned will not work for this recipe, especially since they need to bake in the oven for such a long time. My mom used to get them from the local village fisherman in Egypt, but you can get them from any meat/fish butcher. Make sure to ask them to clean them fully (inside and out), preserving their skin and meat, if you don't know how to properly clean them. (Most people don't, and I wouldn't blame you for not wanting to—it's very intense and not recommended if you're squeamish.) If you do decide to clean them yourself, make sure to remove the insides, scales, and as much bone as you can. Sardines have tiny bones so it's hard to get everything, and this is not a particularly easy dish to eat for that reason, but trust that it's worth it.
Set your oven to broil. Place the sardines in the glass dish skin side up and pour the lemon sauce over the fish. Make sure it covers every corner of every sardine! If you'd like, you can leave it out for a couple hours to really soak into the fish and marinade. There should be plenty of juice in the dish. Cover the dish with aluminum foil and place in the oven for 35 minutes. Take the dish out of the oven and carefully remove the aluminum foil, then bake the fish for an additional 5 minutes without the cover. After 5 minutes, remove from oven and immediately sprinkle parsley over fish so that the flavor gets absorbed into the heated fish.
Wait 10 minutes for the dish to cool down, then dig in! You may wish to serve this dish alongside some white rice: Let the juice seep into the rice if you do by serving the fish on top of the rice. (There should still be plenty of juice in the pan.)