Heat an outdoor grill or preheat a grill pan to high. Pat the fish very dry with with paper or kitchen towels. Season the inside of each trout with salt and pepper, to taste. Stuff each fish with a quarter of the butter, shallots and tarragon. Tie the fish closed with kitchen twine, dental floss, or thread the fish closed with a skewer.
Brush the fish lightly with oil. Season the outside of the fish with generously with salt and the pepper, to taste. Grill the trout until an instant-read thermometer inserted into the thickest part of the fish registers 125 degrees F, turning once, about 5 minutes per side. Set aside for 5 minutes before serving.
Meanwhile make the dressing: Put the vinegar, orange zest, salt and pepper in a medium bowl. Gradually whisk in the oil to make a dressing.
Snip off the string or remove the skewer and serve each fish drizzled with some of the dressing.
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