01 - Preheat the oven to 400°F. Line a large baking tray with parchment paper.
02 - Rinse the trout under cold water and pat dry with paper towels. Season both inside and outside with salt and pepper.
03 - Drizzle olive oil evenly over the trout and place them on the prepared baking tray. Insert lemon slices and thyme sprigs inside the cavity of each fish if desired.
04 - Bake for 18 to 20 minutes or until the fish flakes easily with a fork.
05 - While baking, melt the butter in a skillet over medium heat. Add sliced almonds and cook, stirring constantly, until golden and fragrant, approximately 2 to 3 minutes. Remove from heat and stir in chopped parsley, lemon zest, and half of the lemon juice.
06 - Remove the trout from the oven and transfer carefully to serving plates. Spoon the almond mixture over each trout generously and drizzle with the remaining lemon juice if desired.
07 - Serve immediately garnished with extra parsley or lemon wedges.