In a small bowl combine the diced tomato, fennel, shallot, garlic, 2 tablespoons of the olive oil, 2 teaspoons of the lemon, 1/2 teaspoon of the salt, and 1/4 teaspoon of the pepper. Mix these ingredients together and spread them on a baking sheet or or in a skillet that is just large enough to hold the trout while lying flat.
Rinse the trout inside and out under cold running water, pat them dry, and make 3 or 4 diagonal slices in their skin on each side. Season the trout inside and out with the remaining salt and pepper, and place the reserved fennel leaves in the trout's cavities.
Lay the trout on the fennel and tomatoes, and drizzle them with the remaining olive oil and lemon.
Preheat an oven to 450 degree Fahrenheit, and roast the trout on the middle rack for 15-20 minutes, or until cooked throughout. Transfer the trout to warm plates and garnish with the fennel and tomatoes.