Rinse the sardines under cold running water.
Pat them dry with a paper towel, then season generously with salt and freshly ground black pepper. Place in an ovenproof dish or cast iron skillet. For Olive Mayonnaise: In a small bowl, whisk together the mayonnaise, lemon zest, garlic cloves, parsley until well combined.
Drizzle over and gently mix with sardines in dish/skillet. Preheat oven to 375°F (190°C). Bake for about 20 minutes or until fish flakes apart easily when touched. Serve immediately, drizzled with extra mayonnaise if desired.