Just picked up a couple whole rainbow trout from the fish monger. Marinate on the counter for about a half hour in some olive oil, lime juice, thyme & salt. You want to bring it up to room temp before you throw it on the grill, otherwise the inside won't be done yet while the outside will be burnt.
Clean & oil the grate & cook direct hot n fast. Flip only once. About 4 minutes a side.