Preheat oven to 450 degrees.
Place several slices of lemon in bottom of ovenproof 8 x 12-inch baking pan.
2. Season trout filets on both sides with salt and pepper.
Place filets side by side on top of lemons in casserole dish.
Drizzle liberally with extra-virgin olive oil.
3. Place lemon thyme sprigs and one slice of lemon on top of each filet, then pour over ½ cup of dry white wine.
4. Place in preheated oven and cook for approximately 20 to 25 minutes, or until trout filets are firm to the touch and flesh is white.