I love this technique … the trout is moist and the skin is crispy!
Rinse the trout and pat dry with paper towels. With a sharp paring knife, score the fish 3 times on each side. Season the trout inside and out with salt and pepper. Fill each cavity with lemon and orange slices. Cover and marinate in the refrigerator for 2 to 4 hours.
Pour oil into bottom of a heavy skillet. Spread thyme sprigs in a layer over oil. Heat over medium-high heat, until very hot and fragrant. Place trout on bed of thyme and cook, turning once, for about 15 minutes or until trout is just cooked through and skin is crispy. Insert the tip of a small knife into thickest part of fish along the backbone and hold for 20 seconds. Knife should be warm to touch when fish is cooked.