Heat some cooking fat in a skillet over a medium-low heat and cook the sardines until barely cooked through, about 2 minutes on each side.

When cool enough to handle, wrap each cooked sardine with a bacon piece and secure with toothpicks.

Pour enough heat-resistant cooking fat like tallow, ghee or coconut oil in a pot or dutch oven to a depth of 2-inches and heat over a medium heat until the oil reaches 350 F on a deep fry thermometer. Be careful and monitor the temperature of the hot oil closely.

When the oil is at the desired temperature, place the wrapped sardines in the oil and fry them until the bacon is crisp, about 2 minutes. Operate by batches if necessary.

Remove with a slotted spoon, pat dry with paper towels and remove the toothpicks.

Serve the bacon wrapped sardines on plates with lemon wedges, season to taste with black pepper and sprinkle the chopped parsley over.