Preheat the grill to medium high. Lay the trout onto a large piece of aluminum foil. Season the trout inside and out with salt and pepper. Place small pieces of the butter inside and on top of the trout. Sprinkle the shallot inside and outside the trout. Place the thyme sprigs inside and outside the trout. Pour the Chardonnay over the trout and top with the orange slices. Wrap the aluminum foil around the trout, sealing it. Place the aluminum foil wrapped trout on the grill and close the lid. Grill for 4 minutes. Turn the trout over and grill for an additional 4 minutes. Remove from the grill and allow to rest for 5 minutes. Open the aluminum foil packet carefully (there will be steam) and enjoy.