I love prawns on the BBQ. If they’re small enough to fall through the bars then it’s time to loosen the purse strings a little*. I cook them au natural but served with flavoured butter: dill or tarragon or garlic. I think chilli’s (sweet or otherwise) too strong and gets rid of the nice sweet taste you’re paying a premium for. They’re a spectacular centre piece.
I’ve never cooked sardines but have cooked similar sized fish: top tops:
skin on to help keep it together (or one of these)
stuff their cavaties – herby, lemony, zesty, white-winey
lower heat than meats
verge on under rather than over cooked
whole fish. I’m yet to successfully BBQ a fillet as they’ve always become dry. I’ve managed in a foil parcel but didn’t get any of the BBQ flavours.
Add any stuffing with citrus juice just before cooking or you’ll end up with ceviche / BBQ and it isn’t a pleasant texture or taste.
*I’m tight so it’s an annual extravagance here
edit: I’ve never de-veined them when being cooked whole. Peeling, de-heading, de-veining (if that bothers you) should be done by the eaterers. If going into a dish then absolutely, ‘yes’.