Preheat oven to 500°F. Toss tomatoes with oil on a rimmed baking sheet to coat. Roast until skin is blackened and tomatoes are very soft, 20–25 minutes. Pass tomatoes through finest disk of a food mill or a coarse-mesh sieve into a small saucepan; season with salt. Bring to a simmer over medium-low heat, stirring often, and cook until you have about 1/2 cup tomato purée. Let cool.
Meanwhile, toast fenugreek, cumin, and peppercorns in a dry small skillet over medium heat, tossing often, until fragrant. Let cool and finely grind in spice mill or with mortar and pestle.
Mix tomato purée, spice mixture, and mayonnaise in a bowl; season with salt.
Prepare a grill for medium-high heat. (Alternatively, heat a grill pan over medium-high.) Brush both sides of bread with 2 Tbsp. oil total and grill until lightly charred, about 2 minutes per side.
Toss fennel, dill, parsley, lemon juice, and remaining 1 Tbsp. oil in a medium bowl; season with salt. Spread tomato mayonnaise over toast and top each with a few sardines and some fennel salad.
Tomato mayonnaise can be made 5 days ahead. Cover and chill.
