Thanks everyone for the input on the trout. We caught three more on Saturday in the 4-5 lb range so I decided I would experiment a bit yesterday. For health reasons I did not want to brine or salt the fish so this is what I did.
Lit about 3/4 of a chimney of left over charcoal and scattered it around my grill. I had some small pieces of apple wood so I used three of them. I did not want to create a lot of heat as I was looking to stay in the 250 range. I removed the head and tail, slit the cavity back to the tail bone and sat the trout upright spreading out the belly on either side to support the fish. This opened up the cavity really well. I applied smoke for about twenty minutes watching my temperature. It did increase and by the end I was almost 300 degrees. In the meantime I lit more charcoal. I removed the fish added the charcoal, losely wrapped the fish in foil and placed the trout back on the grill. I cut the grill back trying to keep it around 350. I baked the fish for about 10 minutes a side, punctured the foil, let the juices drain and placed it on the the cutting board. The skin pulled away followed by the back bone with the rib cage. The smoke flavour was mild. It was excellent. As many of you may know trout are oily. The fat from the belly did stick a little to the grill but other than that the cook went really well. Oh yes and I let the grill burn out to get rid of the fish odour. I do not have a separate grill for fish.