Preheat the oven to 450F (200C).
Spread the oil on a baking sheet.
Rinse the sardines and pat them dry.
Remove the heads of the sardines by inserting your thumb into fish where the head joins the body and pushing the head off.
Pull out the central bone.
Flatten the sardines without separating the 2 fillets and place them, skin side down, on the baking sheet.
Briefly chop the 1½ tablespoons of the parsley with garlic, rosemary, and thyme. Season with salt and pepper.
Spread this mixture on the flesh of each sardine.
Sprinkle 1 tablespoon of the bread crumbs and the cheese over all the sardines.
Close up the sardines, sandwiching the filling inside.
Sprinkle the tops of the sardines with the remaining bread crumbs and parsley.
Place in the oven and bake about 5 minutes.
Serve at once with lemon.