For the grilled sardines: Add the sardines, salt and lemon juice in a bowl. Cover the bowl and refrigerate for 1 hour.
Meanwhile, for the garlic-walnut sauce: Add the walnuts, parsley, dill and garlic in a food processor. Sprinkle with salt and pepper. Blend until finely ground. With the food processor running, add the olive oil and blend until smooth. The mixture should resemble pesto.
Heat the grill (preferably charcoal) to high for direct grilling. Remove the sardines from the bowl and pat dry. Brush the sardines with canola oil and sprinkle with pepper. Grill the sardines until golden brown and slightly charred, about 3 minutes. Flip the sardines over and continue grilling for 1 minute. Transfer the sardines to a platter and drizzle with the garlic-walnut sauce and garnish with the parsley and lemon zest.