Position an oven rack about 2-inches from the heat source and preheat the broiler.
Heat 2 tablespoons of the butter in a heavy skillet over medium heat. Add the mushrooms, bell pepper, shallot, 1/2 teaspoon salt, and a few grinds of pepper. Cook, covered, until the mushrooms release their liquid, about 4 minutes. Uncover and cook, stirring occasionally, until the vegetables are pale golden, about 5 minutes more. Add the wine and boil until reduced to a glaze, about 8 minutes. Add the broth and fish sauce and boil until reduced by half, about 4 minutes. Stir together the cream and cornstarch, and stir into the sauce. Simmer until thickened, about 1 minute. Stir in the hot sauce.
Arrange the lemon slices, if using, on a rimmed baking sheet and broil until charred in spots. Remove to a plate.
Melt the remaining 2 tablespoons butter. Put the trout skin-side up the baking sheet and spoon the butter over the top. Sprinkle with salt and pepper and broil until just cooked through, about 2 minutes.
Transfer the trout to serving plates. Spoon the sauce over the top and sprinkle with cilantro and bell pepper if using. Serve with broiled lemon slices and more hot sauce for drizzling.
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