Heat the grill to medium-high (if your grill has a temperature gauge, heat to 350 degrees). Brush the sardines with 1 teaspoon of the olive oil and season with salt and pepper. Grill for 4 minutes on each side. (Alternatively, you can pan-fry the sardines on medium-high heat.)
In a mixing bowl, toss the arugula, tomato, remaining olive oil, lemon juice, and salt and pepper. Divide into 6 portions and top each portion with sardines, chopped parsley, and shaved Pecorino cheese.
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