Grilled White Anchovies with Lemon and Mint Salsa

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1 pound fresh white anchovies or fresh sardines, scaled and cleaned *

Kosher salt and freshly ground black pepper

2 tablespoons fresh thyme leaves

1/2 cup extra-virgin olive oil

4 lemons, supremed

1 red onion, finely diced

1 fresh red chile, finely chopped

1/4 cup roughly chopped fresh mint leaves

1/4 cup roughly chopped fresh cilantro leaves

Pinch sugar