Preheat oven to 425 degrees. Generously brush a 13-by-9-inch baking dish with oil; set aside.
In a medium bowl, stir together bread crumbs, parsley, garlic, zest, 1 teaspoon salt, and 1/4 teaspoon pepper. Drizzle 2 tablespoons oil over mixture; stir to combine.
Place sardines so they overlap slightly in prepared baking dish. Generously brush with olive oil; season with salt and pepper. Evenly distribute bread crumb mixture over sardines. Bake until bread crumbs are golden brown and fish are cooked through, 18 to 20 minutes. Serve with lemon wedges.