In a bowl, combine yogurt, lemon juice, minced garlic, grated ginger, tandoori masala, turmeric, cayenne pepper, and salt. Mix well to make the marinade.
Add the cleaned and gutted sardines to the marinade, ensuring they are well coated. Let them marinate for at least 30 minutes, or refrigerate overnight for more flavor.
Preheat the grill to medium-high heat.
Brush the grill grates with vegetable oil to prevent sticking.
Place the marinated sardines on the grill and cook for about 3-4 minutes per side, or until they are cooked through and slightly charred.
Remove the sardines from the grill and garnish with fresh cilantro.