Rinse the ready-to-cook trout with cold water and pat dry. Season inside and out with salt and pepper and brush with olive oil. Place on hot grill and grill over indirect heat. The trout are done grilling when the side fins pull out very easily.
For the lemon mustard sauce, mix mayonnaise, mustard and chopped dill and season with lemon juice and zest, pepper and salt.
Place the trout from the grill on preheated plates and place the lemon-mustard sauce in small bowls next to it.