Remove skin and bones from the trout. Place cleaned trout in the bowl of food processor and chop until very fine. With the machine running, add cream, pepper, lemon juice and horseradish.
Transfer mixture to a bowl and add cream cheese. Blend until well combined and smooth. Using a rubber spatula, press mixture through a fine sieve to remove any lumps. Refrigerate until ready to use.
Cut trimmed party pumpernickel in half, on the diagonal. Using a pastry bag fitted with a decorative tip, pipe 1 teaspoon mousse onto each bread triangle.
Garnish with sprig of Italian parsley.