Toss the potatoes with the oil, season to taste and place in a shallow roasting tin. Place in a preheated oven, 220°C (425°F), Gas Mark 7 for 15 minutes until starting to turn golden.
Meanwhile, stuff the cavity of each trout with 2 lemon slices and a thyme sprig. Wrap 1 bacon rasher around each one, then arrange in the roasting tin. Return to the oven for a further 12–15 minutes until the fish and potatoes are cooked through.
Meanwhile, mix the horseradish sauce with the crème fraiche. Serve with the potatoes and fish, scattered with some thyme.