Set oven to Gas Mark 4, 180°C (350°F).
To cook the trout: Line a roasting tin with tin foil overlapping the sides so you can wrap the trout in a parcel. Lay a sheet of non-stick baking paper in the centre. Place the trout fillets on the greaseproof paper, skin side down.
Spoon the lemon juice and wine over the trout fillets then sprinkle on the thyme leaves. Season with a little salt and freshly ground black pepper. Dot over the butter. Place a piece of non-stick baking paper over the trout to stop it sticking to the tin foil then make a parcel with the foil.
Place in the hot oven and bake for 20 minutes.
To serve: Remove from the oven and divide the trout between four plates. Spoon over the sauce from the roasting tin and sprinkle over the parsley and flaked almonds.