I like to make this recipe with fresh sardines, but if you can't find them, use another type of oily fish, such as anchovies or mackerel (cut the latter into smaller pieces).
Filleting small fish is easier to do than it is to describe. Once you get the hang of it, each one will take less than 30 seconds. If you use fresh anchovies, you can pull out the bones without even using a knife.
Rinse the fish under cold, running water, then put them in a colander. Some types of fish have scutes - a short row of tiny, hard scales towards the tail end of the lateral line. To remove these, insert the tip of a knife just under the row of scutes and cut them away, taking care not to cut deeply into the flesh.
Position the fish on the cutting board, with the back facing you, and the head to your right (if you're right handed). Using a paring knife or fish knife, insert the tip of the knife under the gill covering and cut straight down on the fish's "neck" until you reach the bone, but do not slice through it. When you reach the spine, hold the head firmly, then turn the knife blade so it's facing toward the tail, and cut parallel to the cutting board, letting the fish spine and bones be your guide. Slice the fish all the way to the tail end, and cut away the fillet from the rest of the body.
Flip the fish over and position it so the head is towards your left with the back facing you, and using the same movements, cut away the other fillet.
Check each fillet for stray bones by running your fingertips gently over the fleshy side of the fish: the bones will pull out easily. After filleting all the fish, rinse the fillets with cold water, then drain them and pat them dry with paper towels.
Weigh the fillets and multiply that amount by 0.035 - this is the amount of salt you will need. Weigh out the salt, then sprinkle it over the fish and mix well.
Thinly slice the shallot and garlic then add them to the bowl along with the lemon zest and extra-virgin olive oil. Mix well. Cover the bowl with cling-film and refrigerate for at least two hours.
Make the pickled onions. Trim off the stem end from the onions, but leave the other end intact (this will give you something to hold when you're slicing the onions). Peel the onion, then cut it as thinly as possible into rings - it's easiest if you use a mandoline. Weigh out 225 grams (8 oz) of the onion slices.
Fill a saucepan with water, bring to the boil then add the onion. Blanch for 30 seconds, then drain throughly. Spread the onion slices out to dry on a dish cloth or paper towels. Thinly slice the garlic.
Put the vinegar, salt and sugar in a measuring cup, then stir until the salt and sugar are dissolved. Put the onion slices into a clean glass jar and add the vinegar mixture, the garlic, peppercorns, bay leaf (torn into several pieces) and dried chilli. Leave at room temperature for at least two hours.
To make the grilled toast, slice the bread about 8mm (⅜ in) thick. Lightly oil a grill pan and pllace it over a medium flame. When the pan is hot, grill the bread so it has slightly charred parallel lines. Turn the bread over once and toast the other side, adjusting the flame as needed. Drizzle olive oil over the bread.
Drain some of the pickled onion and put the pieces on a serving platter or wooden board. Lay the sardines on the platter and add lemon wedges and a small bowl of rough-flaked sea salt. To eat, put some of the pickled onion on a slice of toast and top with the cured sardines. Squeeze lemon juice over the top, then sprinkle with a little salt.
Store leftover sardines and pickled onion in the fridge; the sardines keep for just a few days and the onion for about a month. The onion is also delicious with hamburgers and grilled or roasted meats.