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Clean the sardines, leaving head on. Using your thumbnail, remove the spine from head to tail, careful to leave head and tail intact. Rinse to remove small bones and set aside.
In a 12- to 14-inch saute pan, heat 1/4 cup oil, garlic and anchovies over medium high heat until garlic starts to lightly brown. Add bread crumbs and toast until golden, stirring constantly, about 3 to 4 minutes. Remove and pour into large mixing bowl. Add currants, almonds, parsley, zest and half of orange juice. Mix well and set aside.
Lay sardines on backs, open like books and place a heaping tablespoon of stuffing in each one and pinch closed. Finish all sardines and set in refrigerator for 20 minutes.
In a 12- to 14-inch saute pan, heat remaining 2 tablespoons olive oil over medium high heat, add red onion and red and green peppers and saute until just softened, about 3 to 4 minutes. Add remaining orange juice, vinegar and sugar, stir through and remove from heat. Pour into 12- to 14-inch oven-proof casserole. Arrange lemon slices around perimeter of pan, on top of peppers and place 2 sardines on each slice quite close together. Place in oven and bake 25 minutes uncovered. Serve hot or at room temperature.