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Preheat the oven to 400°F and line a large baking sheet with a wire rack. Lightly spritz the wire rack with cooking spray and set aside.
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Place softened butter, lemon zest, garlic, chives, and salt in a medium bowl, stir to combine the compound butter.
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Divide the bacon slices into portions of 4, placing the strips in a tight row, overlapping slightly. Place a trout portion on top of the bacon slices, butterflied side facing up. Divide the butter between the trout portions and spread in an even layer over the flesh. Divide the asparagus bunch between the portions, filling the center of the filet. Fold the filet over to conceal most of the asparagus and tightly wrap with the bacon. Secure the bacon wrapping with a few toothpicks and place on the prepared baking sheet.
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Place in the oven and bake for 20-25 minutes or until the bacon has crisped and the fish portions are cooked through. Remove from the oven and set aside to rest for 2 minutes before removing the toothpicks and serving.
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We love serving this main dish with Spring-themed potatoes or a lovely rice pilaf.