Preheat the oven to 400°F. Rinse and pat the trout dry inside and out with paper towel and season with salt and pepper. Stuff thin slices of orange and/or lemon and a few sprigs of fresh herbs inside the cavity and cut a few slits in the skin on top.
Set a heavy, ovenproof skillet over medium-high heat and add a generous drizzle of olive oil. Once hot, place the fish in the pan, drizzle with olive oil and cook for 3-4 minutes; if you like, add a few extra slices of lemon or orange to the pan before sliding it into the oven. Cook for 15 minutes, or until firm to the touch.