In this article, we propose and analyse Particle-In-Cell (PIC) methods embedding sparse grid reconstructions such as those introduced in Ricketson and Cerfon [Plasma Phys. Control. Fusion 59 (2017) 024002] and Muralikrishnan et al. [J. Comput. Phys. X 11 (2021) 100094]. The sparse grid reconstructions offer a significant improvement on the statistical error of PIC schemes as well as a reduction in the complexity of the problem providing the electric field. Main results on the convergence of the electric field interpolant and conservation properties are provided in this paper. Besides, tailored sparse grid reconstructions, in the frame of the offset combination technique, are proposed to introduce PIC methods with improved efficiency. The methods are assessed numerically and compared to existing PIC schemes thanks to classical benchmarks with remarkable prospects for three dimensional computations.