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I was in Lisbon, Porto, Barcelona and Madrid in September. I tried to look at the ingredients. I think the sardines are mostly packed in Olive Oils. But I was not eating these, myself. I bought them for my wife and the ingredients looked fine. Cheaper imports might have Rapeseed or Canola. You definitely want to look out for this.
The Eurozone has some stricter rules for food and ingredients that the United States does not follow.
By no means an I an expert. Just empirical observation. I do know that the sprats from Latvia that have shown up in Russian stores here have Rapeseed specifically listed as an ingredient.