Use a sharp knife to make 3 slashes in each side of each sardine. Mix the paprika, oregano, cayenne pepper, garlic powder and oil, season with salt and pepper, and massage all over the sardines. Set aside to marinate for 8–10 minutes.
Meanwhile, mix the yogurt with the chives and lime or lemon juice, and season to taste. Set aside.
Arrange the sardines on a grill rack and cook under a preheated grill for 5–6 minutes, turning once, until slightly blackened and cooked through. Serve with the yogurt dressing.