1. In a mini food processor, pulse the scallions, capers, parsley, lemon juice, lemon zest and mayonnaise until the scallions are finely chopped. Season with salt and pepper.
2. Light a grill or preheat a grill pan. Spread 1/2 tablespoon of the lemon-caper mayonnaise on each side of each trout; season with salt and pepper. Grill the fish over high heat, turning once, until lightly charred and cooked through, 6 minutes. Serve the trout with the remaining mayonnaise.