I would probably do them on foil.
fold-up a shallow, rectangular pan from doubled-up aluminum foil with about a 1/2-inch lip around the sides.
Set-up your grill for indirect heat (I would bank all of the coals on one half of the lower grate) and get it going.
Vents most of the way open
When the coals have mostly ashed-over - put your foil pan on the upper grate and pre-heat it a bit
(On the side that is NOT directly over the coals.)
If you want, add a small chunk or two of mild smoke wood like apple, maple, or alder
Flop the fillets on the foil, skin side down.
Hit it with a bit of salt and pepper, maybe a light drizzle of olive oil
(If you want to add "a little sump'n" - maybe add a light dusting of granulated or sliced onion or garlic powder or maybe a few finely-chopped leaves of fresh thyme, but I would only pick ONE if anything.
If the trout are nice and fresh - I find that doing anything "too fancy" with them just wrecks 'em, so keep it simple.
Cover and cook until the flesh flakes apart when prodded gently with a fork
(Small pan-fry size will probably take less than 10 minutes, large ones with thick fillets may take up to around 20 minutes)
The skin will stick to the foil - I slide a sharp-edged spatula between the skin and the flesh and lift the meat off.
(Leaving the skin stuck to the foil)
Once your grill cools-down, roll-up and toss the foil.
Let us know what you do / how it turns-out!