I can put it in a small, deep pan.
Not really as I have only smoked them on the gas stove (in a wok, lined with aluminium foil).
I don't see why it wouldn't work on the WSM.
Bit of oil on the outside of the fish, so it doesn't stick to the grate.
Or maybe use a second grate perpendicular to the first, so there are no big holes (or maybe even a colander?).
I wouldn't smoke it too long. Fish cooks quite quick
If I remember correct, I didn't use any seasoning for trout (I love smoked trout).
As I cooked it on the stove, I have no real idea about temperatures and time.
I would just fire up the WSM, see at what temperature she likes to run, add some wood and check after 15-20 minutes. Mind you, that's not from experience, just a guess
I can put it in a small, deep pan.
That will work, although smoke may not penetrate as well.
Just check the fish and you probably fine it will have been gutted and scaled.
If not, then do it before cooking.
I would oil the grate a bit and not use a pan.
Put the fish on the grid and leave it lying where it is. When done, take out the grid and the carefully remove the fish.
You might loose some pieces of skin, but that's not a train smash.
If you have a spare grid, then oil that one and put it perpendicular on the other. Again, try to avoid moving the fish while cooking.
Frankly, I think you are making it more complicated thatn it is. Just give it a try. It will be fine
In the worst case it sticks to the grid. It will still taste OK
I use parchment paper when I smoke fish, and a grill mat when I grill.
Tim
Forgot to mention, we like this with grilled fish, although I've never tried it on trout...