Adjust oven rack 2-4 inches from broiler.
Place empty pan in oven and heat for 5 mins. 
Wrap each thyme spring in a lemon slice and stuff one into each sardine.
Season with salt and pepper, to taste. 
Remove pan from oven and pour in half of the olive oil.
Place the sardines in the pan and drizzle with remaining oil.
Broil sardines for 4-5 minutes, or until cooked through. 
Gently remove sardines with a spatula, pour the pan juices over them, sprinkle with thyme, and serve with lemon wedges. 

Notes
Sardines are done cooking when they are opaque, browned, and the tip of a knife easily flakes the thickest part.
Sardines are best baked, broiled, or grilled.
Sardine skin is fragile. Use a buffer, such as grape leaves, to keep skin intact.

Recipe by Mark Bittman, of The Bittman Project, originally published in New York Times Cooking
Photo by Evan Sung for the New York Times