I never filet my trout, I either bake them whole or split them down the middle, cover lightly with Brown sugar, salt and a little bit of dill and pop it in my hot smoker for 15 to 20 minutes. Nothing wrong with filleted trout but if you cook or smoke them there is no waste at all, Every last flake can be picked of the bones!
Serve the trout hot with a cold pint and some very fresh thickly buttered bread and you have the best meal money cant buy! (at least here in NZ, where it is illegal to buy or sell trout).

All the best.
Mike