Grilling whole trout is easier than you might think, and an affordable way to enjoy fresh fish. The quick sauce, made with fresh herbs, garlic, and capers, can be made beforehand and kept at room temperature for up to 4 hours.
Heat your grill. Preheat a gas or charcoal grill until very hot, about 15 minutes or 500°F, if you have a gauge. If you don’t have a temperature gauge, hold your hand 4 inches above the grates. If you can stand the heat for only 2-4 seconds, it’s ready to go. If you can comfortably take the heat for any longer than 5 seconds, the grill needs a little more time to come up to temperature.
Prep the fish. While the grill is heating, rinse the trout under cold running water to remove any slimy coating or scales, then pat dry with paper towels. Season the inside of each fish with salt and pepper, and stuff each with 3 or 4 lemon slices and 4 to 5 sprigs of thyme, making sure the stuffing fits completely inside the cavities. Transfer fish to a large, shallow baking dish. Drizzle the fish with 1 tablespoon extra virgin olive oil. Use your hands to turn the fish until completely coated in oil. Season the fish liberally with salt and pepper
Make the Parsley-Caper Sauce. In a small bowl, combine lemon zest, lemon juice, thyme, garlic, parsley, capers and, if you like, fennel seed and a large pinch of red pepper flakes. Whisk in extra virgin olive oil and season to your liking with salt.
Grill the fish. Once the grill is hot, lay both fish directly on the grates and close the lid. Let cook until the skin is crispy and marked, about 4 minutes. Using tongs or a thin metal spatula, gently lift the fish on one edge to check if it releases easily from the grate. If it doesn’t release easily, let it cook for another minute or two. If it releases easily, it’s ready to flip.
Flip the fish. Use tongs or slide two wide spatulas underneath the fish to gently turn it over. Close the lid and cook until the skin is crispy and pulls away easily from the flesh, about another 4 minutes.
Fillet the fish. Place one of the fish on a cutting board. Scoop out the lemon slices and thyme and discard. Use a spoon to hold the fish still as you gently scrape away the top and bottom fins with a paring knife and discard them. Then, using a sharp knife, make a crosswise slits at the edge of the tail and just behind the head, without cutting through the fish. Working from the head, slice along the black line that runs down the middle of the fish to the tail. Use a spoon to pull the fish away from the knife. Carefully, pull the top fillet away from the bones. Push the second fillet off the bones and scrape away any small bones that stick to it. To remove the skeleton, grasp the tail and pull it up and away from the fish. Trim away any remaining extra skin or fins from fillets, and remove any remaining bones. Transfer fillets to a platter and cover with foil. Repeat steps to fillet the remaining trout.
Finish and serve. Drizzle the fillets with the Parsley-Caper Sauce and serve immediately.
Notes
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Prep your grill! The best way to prevent the delicate fish skin from sticking to the grates is to start with a clean grill. Use a grill brush to scrape off any burned bits. After your grill is hot, repeat this step.
Assemble your tools: Prepare to filet your fish first by assembling everything you’ll need. It’s helpful to have a bowl for collecting waste as you work. You will also need a cutting board, a sharp paring knife, a spoon, a few paper towels, a platter for serving the finished fillets, and a sheet of foil to help keep the first fillets warm while you work on the second fish.