Step 1Heat the oven to 500 degrees. Heat 2 tablespoons olive oil in a small saute pan and cook the shallots and pancetta until lightly browned, about 5 minutes. Stir in the lemon juice, capers and sage and remove from the heat. Keep warm.
Step 2Oil a baking sheet large enough to hold all the trout in a single layer. Lay the fish skin side down on the sheet and brush the tops with oil. Season lightly with the salt and pepper. Roast until the fish is just firm, about 5 minutes. Transfer to serving plates and spoon the pancetta mixture over each fillet. Garnish with sage and serve at once.