Step 1Prepare a batch of coals (at least 27) without starter fluid in a chimney starter until they are hot enough to have formed a thin coating of white ash over the surface of each coal. Alternatively, the fish can be made using a skillet and 13-by-9-inch baking dish, and baked in a conventional oven heated to 375 degrees.
Step 2Place a 6-quart (12-inch) Dutch oven over a hot bed of coals, and fry the bacon until the fat is rendered and the bacon begins to crisp, 6 to 8 minutes. Drain the bacon on paper towels, and remove all but 2 tablespoons of the bacon grease (you can save the rest for another use).
Step 3Add the mushrooms to the Dutch oven and cook until softened, 4 to 6 minutes. Stir in the garlic and cook until aromatic, 1 to 2 minutes. Remove from heat and mix in the capers, bread crumbs, bacon and almonds. Use your hands to break up the almonds and bacon as the ingredients are mixed together. If the filling feels a bit dry, add the softened butter to moisten the filling before stuffing the trout. Fill each trout with a generous 2 to 3 tablespoons of stuffing.
Step 4Line the bottom of the Dutch oven or dish with the parsley sprigs and chopped green onion, forming a bed. Arrange the stuffed fish on the leaves, topping each fish with a few slices of lemon.
Step 5Place the oven over about nine of the hot coals (evenly spaced), and evenly space about 18 coals over the lid. Cook until the fish is firm and the flesh just begins to flake, 20 to 25 minutes, careful not to overcook. If cooking in a conventional oven, arrange the fish on a bed of parsley and green onion in the baking dish with lemon slices, covering the dish with foil and baking in a 375-degree oven until done. Serve immediately.