For the trout with the skin still on, the Japanese grill it in a very straightforward way that is delicious.

Skewer the fish, leaving the head and tail on. Salt the entire fish, using a liberal amount on the head and tail. The salt on the head and tail makes for a purely cosmetic effect, in which the salt forms a white crust that prevents those parts from burning. Let the salt set for about 10 minutes (for a small fish), and then grill over high heat. Serve with the second side that was grilled facing up, with some lemon or soy sauce.