1. Preheat the oven 175°C.
2. Season the trout with salt and pepper and stuff each one with the sliced fennel.
3. In a baking dish large enough to hold the trout place the chopped shallots, white wine, garlic, peppercorns, bay leaf, parsley and lemon zest.
4. Rest the trout on top of that and cover with foil and put into oven to bake for 20 minutes.
5. Remove from the oven and strain off the juices from the fish to use in the sauce. Have all the ingredients prepared for the sauce so that as soon as the trout comes out of the oven you can get the sauce done.
6. Put the juices from the fish into a saucepan or heavy based frying pan, add the cream and simmer the sauce until the cream is reduced and coats the back of a spoon.
7. Taste the sauce and season with salt and ground white pepper.
8. Remove from the heat and stir in the butter, grapes and tarragon.
9. Remove the skin from the trout and then.
For Plating: Place the trout onto a serving platter and gently spoon over the sauce. Serve with mounds of buttery, creamy mashed potatoes and steamed green beans or asparagus.