Drain the oil from one tin of sardines into a small bowl and set aside. Drain the oil from the other tin into another small bowl and whisk in 1 tablespoon of parsley, the sherry vinegar, lemon zest, and black pepper, to taste. Add the sardines, stir to combine and set aside for up to 1 hour.
After 45 minutes, place a rack 3 inches from the broiler and heat the broiler to high. Brush each slice of bread on one side with the reserved oil. Put the bread, oil side up, onto a cooling rack set inside a half sheet pan and broil until golden brown and crisp, 2 to 3 minutes.
Halve the avocado and remove the pit. Smash the flesh in each half with a fork.
Spread the avocado evenly onto the toasted bread. Top evenly with the sardines. Pour any remaining dressing on top and garnish with the remaining parsley. Season lightly with sea salt and serve with lemon wedges.