Preheat the oven to 300 degrees F. Coarsely grind the oatmeal in a food processor. Transfer to a shallow dish and season with salt and pepper. Beat the egg and milk in another shallow dish.
Cook the bacon in a large skillet over medium heat until crisp, about 8 minutes. Transfer to a paper-towel-lined plate. Remove and reserve all but about 2 tablespoons drippings from the skillet. Add the leeks and garlic to the skillet and cook until tender, about 5 minutes. Add the parsley, bacon, and salt and pepper to taste; keep warm.
Line a baking sheet with a double layer of paper towels. Dredge the trout in the oats, dip in the milk mixture and then in the oats again, turning to coat. Heat the reserved bacon drippings with the olive oil in another large skillet over medium-high heat. Fry the trout in batches until golden on one side, about 3 minutes, then flip and fry until cooked through, about 2 more minutes. Transfer to the prepared baking sheet and keep warm in the oven. Add the vinegar to the skillet and bring to a boil. Serve the trout with the leeks and drizzle with the vinegar dressing