Drying whole, small fish at home
Considering the option of leaving them extended period in open air sounds good depending upon where you live. The climate takes a important role. If there is humidity don't do that and there should be strong sunlight for a long period of time. It will remain safe, just cover it with a thin net so it won't get spoiled by insects. I have done it a lot of time previously so i am not worried. In this method, you can constantly observe them dry so that you can control as well. 

Regarding putting them in oven, you may feel secure as you clean your oven and the food is free from  external spoiling effects. 

But, personally I prefer the sun because the flavour will be far better if exposed to sun for long period of time. You are supposed to clean them thoroughly and brine is just an option for taste, that is not compulsory.

I hope it helps...