In a small bowl, mix together the olive oil, smoked paprika, ground cumin, garlic powder, onion powder, cayenne pepper, salt, and black pepper.
Rub the spice mixture evenly over the trout, inside and out.
Preheat the Grill:

Preheat your grill to medium-high heat. If using a charcoal grill, ensure the coals are hot and ashy. For a gas grill, preheat to around 400°F (200°C).
Grill the Trout:

Place the trout on the grill, and cook for about 4-5 minutes per side, or until the fish flakes easily with a fork. If using a grill basket or foil, you can cook the trout directly on it to prevent sticking.
During the last few minutes of grilling, place lemon slices on top of the trout for added flavor.