For the spicy tartar: Combine the mayonnaise, yogurt, pickles, red pepper, onion, capers, lemon juice, tarragon, chives, hot sauce and cayenne in a mixing bowl. Season with salt and pepper. Stir well, then cover and refrigerate for 15 to 20 minutes to allow flavors to come together.
For the sardines: Preheat a grill to high. Rinse the sardines in cold water and pat dry with paper towels. Season the cavity of each sardine with salt and pepper, then place a sprig of thyme and oregano inside each along with a few slices of lemon and garlic. Season outside with salt and pepper. Carefully tie the sardines with butcher¿s twine to help keep them closed during grilling. Wipe down the grill grates with a towel dipped in oil to clean and create a non-stick surface. Carefully place sardines across grates and grill for 3 to 4 minutes, until skin blisters and chars around the edges. Using a spatula, carefully turn the sardines and grill for a further 2 to 3 minutes to cook through. When done, remove to a platter and keep warm until ready to serve. Serve the sardines slathered with the Spicy Tartar.