Preheat the oven to 200 degrees F. Place a serving plate in the oven and let warm. Preheat a grill pan to medium-high heat.
Remove all skin, pin bones, blood lines and sinew from the fillet. Trim the tip of the tail end off the fillet. Separate the top side from the bottom side of the fillet; reserve the bottom for another use. Wrap the top side of the fillet in plastic and freeze for 20 minutes. This firms up the fish considerably, making it easier to slice.
Meanwhile, whisk together the anchovy and the juice from half the lemon in a medium bowl. Whisk in the capers and Dijon. Slowly add the olive oil in a steady stream to create an emulsion. Set the vinaigrette aside.
Brush the sourdough slices on both sides with some oil. Grill until toasted, about 3 minutes per side. Trim off the crusts and cut the bread into small triangles.
Remove the trout from the freezer. Slice as thinly as possible on a slight angle. Transfer directly to the warmed plate and drizzle with olive oil.
Spoon the vinaigrette over the trout and top with the scallions, parsley, lemon zest from half the lemon and a spinkle of Maldon. Serve with the grilled sourdough.