Trout is a very delicate fish. Most trout you will be able to buy is farmed, freshwater fish. Wild rainbow trout has a little firmer structure. 

This classic French preparation takes absolutely no time whatsoever, assuming you bought the fish cleaned.

That does raise the issue of fish heads. The classic preparation leaves the trout's head on, but if you have sensitive guests, you may want to remove the heads (use for fish stock).

Sprinkle the inside of the fish with some salt, pepper and finely chopped parsley. Now sprinkle the outside with freshly ground black pepper.

Grease an oven dish with butter. Place the fish inside the dish. Sprinkle some lemon juice over the fish (or, alternatively, cover with some slices of lemon). Next, sprinkle almond shavings over the fish. 

Melt some butter and pour over the fish. Place in the oven at high temperature for 10 minutes, checking regularly. Once the skin starts to crisp, you will be ready to serve (with steamed potatoes, for instance). 

Trout are delicate. So is its bone structure. Make sure you explain to your guests how to get to the fish meat without getting a lot of small fish bones. Bon appetit!