Preheat your oven to 350 F (175 C).
Wash the sardines in a bowl of water, scraping off any residual scales with a small knife. Drain the sardines.
If desired, line a shallow baking dish or rimmed baking sheet with aluminum foil. Generously sprinkle rock salt or coarse sea salt on the bottom and arrange the sardines on top of the salt.
Brush or drizzle each sardine with a little olive and season generously with freshly ground pepper. If you like, sprinkle additional rock salt over the fish, topping with a few thin slices of fresh lemon.
Bake the sardines in the middle of the preheated oven for 10 minutes, or just until the skin slides off easily and the fish is tender. For darker coloring, bake in the upper part of the oven.
Transfer the sardines to a serving platter garnished with lemon wedges. Cumin may be offered at the table as a condiment.