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.