Looking at cheaper meat options Sam's Club has these.  Has anyone smoked or grilled these?  They also have steelhead trout. but from what I have read the rainbow trout tastes milder.  Plus my wife is on a diet, so this will help her.

 We have done several rainbow trout fillets...  Simply oil the filet (I do doth sides), season and cook.  The seasonings we use range from lemon pepper to Dizzy Pig Raging River. Some times we squeeze a 1/4

 piece of lemon onto the filet along with the seasoning. The wrung out lemon is left on the fish for the cook.

 Cook @ almost any temperature ranging  from 300º to 400º. Most important is to not overcook. I consider it done ~ 125º.  A good indicator to doneness is a whitish/milky color emerging from the top.

 The fish is cooked skin side down and not turned.

 Make sure the grates are well oiled so as to reduce or eliminate sticking.

 Have a large enough spatula or two to remove the fish when done as it will break up if not supported almost 100%!

 An excellent sauce/glaze to add prior to serving is , equal parts butter/maple syrup/ grainy mustard/and soy sauce. Simply warm + stir to blend.

Trout is my favorite fish. I have cooked quite a few over the years. I usually cook whole trout which you can get from Cosco where I live.

Trout used to be readily available at local markets. I asked a butcher why you couldn't find it any longer and he said many people consider it to have a flavor that is too fishy.

With whole trout, you can stuff them with butter infused with things like garlic and lemon. There is a lot of fat in the skin so I don't have a problem with it drying out.

I cook it to 145F. After cooking, you can carefully filet the fish before serving, or just stick a whole fish on a plate. The skin can either be peeled off or eaten.

Another way to do whole trout is to stuff it with butter and wrap it in foil before putting it over coals.

You can do filets on a grill using your favorite rub. Blackened trout is good. It cooks like most other fish. I use a griddle to help keep in from falling apart when I turn it. Filets are pretty delicate.

Since trout is farmed, it should be low cost. Unfortunately, filets are often pretty pricey and small where I live. Learn how to deal with the whole fish and you will save a lot of money, plus you get the fat from the skin which helps in the cooking process.

I ended up getting some steelhead trout instead of rainbow trout.  As you mentioned the fillets are thin and this was the driving reason plus the steelhead were a dollar a pound cheaper.

A search on trout resulted on 20 returns.  I didn't have time to read them all but there were several that had cooking advice.

I do not like trout, but Trout Almondine is a fun dish to make, and I am told delicious if you like that sort of thing! I remember my Dad and Kristin ordering it one time in Switzerland or Germany, maybe French Alps area...It was a beautiful, simplistic dish.  I have always remembered that. And Rainbow and Steel head are the same Species, part of the Salmon family!

Steelhead is a salt water variety of rainbow trout that spawns in fresh water like salmon.  It looks very similar to salmon. We have been finding steelhead lately at our local Aldi.

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