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1
Soak the sultanas in 60 ml of warm orange juice for 15 minutes, so the fruit swells fully and its interior softens rather than remaining chewy against the delicate sardine flesh. They should be visibly plump and yielding to the touch before you drain them.
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2
Heat a dry or lightly oiled pan over a medium flame, add the breadcrumbs, and stir continuously until they turn an even deep gold — keep moving them so no patch scorches before the rest colours, which would leave a bitter note through the whole filling. Remove from the heat immediately and spread on a cool surface, because the residual heat trapped in a bowl will wilt the parsley and make the crumbs steam themselves soft.
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3
Drain the sultanas, then combine the cooled toasted breadcrumbs, sultanas, pine nuts, chopped parsley, and salt in a bowl and mix thoroughly. The stuffing should hold its shape when lightly pressed in the palm yet crumble readily — this is where the dish lives or dies: under-toasted crumbs will produce a damp, flavourless interior, while correctly toasted crumbs carry the Maillard depth and dry grip that define the filling.
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4
Lay each butterflied sardine skin-side down and place a generous spoonful of stuffing at the head end, pressing it in firmly so the roll does not hollow out as it bakes. Lay a small piece of orange slice at the stuffing's centre and a bay leaf across the width, then roll the sardine firmly from head to tail around the filling and secure each roll with a toothpick — the roll should feel compact and resist a gentle squeeze, not slack.
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5
Arrange the rolls tightly in a single layer in a lightly oiled baking dish, standing them upright or on their sides in close contact so they brace one another and cannot unroll during cooking. Tuck a bay leaf between each roll, pour 60 ml of orange juice over the base of the dish so it steams the undersides and becomes a glaze in the oven, then drizzle the tops with olive oil. The dish should smell of orange and raw olive oil before it enters the oven.
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6
Bake at 200 °C until the exposed breadcrumb tops are crisp and deep golden and the sardine flesh at the edges has tightened and coloured; the orange juice in the base will have reduced to a light glaze that you will see pulling back from the sides of the dish. Serve immediately, because the rolls soften noticeably as they sit and the contrast between the crisp crumb tops and the yielding fish is the point of the dish.