I bake or broil with butter, lemon, herbs (always varied), minced garlic, onion slivers, and toss some lemon slices and almond slices. Bake or broil till done.

I also stuff whole ones with lemon, herbs, butter, garlic and toss on the grill.

Probably the best way I ever ate little brook trout was backpacking in Colorado. We'd catch our limit and gut then stick the whole little trout on a sharpened stick, sprinkle with a jar of herb mix and roasted over the fire. Just pick and eat.