Set up grill for direct cooking over medium heat. Oil grate when ready to start cooking.
Place trout in large zip-top bag and cover with marinade; reserve 1/4 cup of marinade for sauce. Marinate for 30 minutes.
In a small saucepan, combine reserved marinade, tomatoes, liquid smoke, Cajun seasoning, and crumbled bacon. Bring to a boil. Reduce heat and simmer for 5 minutes; set aside.
Lay 3 pieces of butcher twine horizontally on a sheet pan, evenly spaced. Lay 1 slice of bacon vertically on top of butcher twine. Place 1 fish on top of bacon slice. Top fish with another slice of bacon. Tie each piece of twine so that you have 3 knots securely holding the fish in place. Repeat process with all remaining fish. Place whole fish on grill. Cook for a total of 15 to 18 minutes, turning every 3 to 4 minutes. Watch for flare-ups from bacon slices. Remove from grill. Untie twine from fish. Top with Cajun tomato sauce and serve warm.
INDOOR: Prepare and marinate trout as directed. Preheat oven to 450 degrees F.
Place prepared trout on foil lined baking sheet. Roast fish for 30 minutes. Serve as directed.
Recipe courtesy of Sandra Lee