Jean Anderson does in The Food of Portugal. To paraphrase:
Dredge 2 lbs cleaned, dressed, boned, & beheaded fresh sardines in flour and brown in olive oil. Drain on paper towels.
Saute 2 chopped onions and 2 chopped cloves of garlic in 3 tablespoons of olive oil until glassy. Add 4 peeled, cored, seeded, and coarsely chopped tomatoes; 2 large bay leaves; and 2 tablespoons minced parsley and steam, covered, over low heat for about 20 minutes. Stir in 1/2 cup dry white wine, 3 tablespoons tomato paste, 1/2 teaspoon salt, and 1/4 teaspoon black pepper and simmer another 20 minutes. Uncover, simmer 25 to 30 minutes longer until the consistency of thick pasta sauce. Cool to room temp.
Arrange sardines in a single layer in an oiled baking dish, pour tomato sauce on top, cover and refrigerate 2 to 3 hours. Remove from fridge about a half hour before baking. Bake uncovered at 375 for 25 to 30 minutes until bubbly.