01 - Set oven to 400°F and line a large baking tray with parchment paper.
02 - Rinse trout under cold water, pat dry with paper towels, then season inside and out with salt and pepper.
03 - Drizzle olive oil over each fish, place them on the prepared tray, and optionally insert lemon slices and thyme sprigs into the cavity of each trout.
04 - Bake for 18 to 20 minutes until the fish flakes easily with a fork.
05 - Melt butter in a skillet over medium heat, add sliced almonds, and cook while stirring until golden and fragrant, about 2–3 minutes. Remove from heat, then mix in chopped parsley, lemon zest, and half of the lemon juice.
06 - Transfer baked trout to plates, spoon almond topping generously on each, drizzle with remaining lemon juice if desired, and garnish with extra parsley or lemon wedges.