Preheat oven to 200C. Scatter fennel and potato onto two baking trays lined with baking paper, drizzle with olive oil, season to taste and roast, stirring occasionally, until golden (15-20 minutes).
Meanwhile, whisk extra-virgin olive oil, lemon rind, juice and capers in a small bowl to combine, season to taste and set aside.
Place trout on top of vegetables, top with a little of the dressing and roast until cooked to your liking (5-7 minutes for medium-rare). Remove trout, set aside and keep warm
Transfer roast vegetables to a bowl, add parsley and reserved fennel fronds, drizzle with remaining dressing, season to taste, toss gently to combine and serve warm with trout.