Preheat oven to 400 degrees. Slice the fennel bulb, removing and saving the fronds. Place the sliced fennel in an ovenproof dish and sprinkle with oil. Roast in the oven for 20 minutes. While fennel is roasting, place each trout fillet on a piece of foil or baking parchment. Brush with oil and sprinkle with lemon juice and sliced almonds. Tuck the fronds from the fennel bulb into the fish. Wrap the foil or parchment into parcels (parchment can be secured with metal paperclips). After the fennel has baked for 20 minutes, place fish packets into oven and bake with fennel for 10-15 minutes or until fish is cooked through and fennel is roasted.
Suggested Serving: Steam some green vegetables. Arrange some watercress and rocket leaves on plates. Serve the fish and fennel on the leaves with the vegetables to the side. Garnish with lemon slices.