Season the cavity of each trout with salt and pepper. Add 2 sprigs each of dill, parsley and tarragon along with enough lemon slices to line the cavity of each trout. Tie the trout in several places with kitchen twine so the herbs and lemon slices are secured inside.
Rub the grill grates with oil and lightly oil a fish grill basket. Place the fish in the basket and grill on 1 side until lightly charred, 7 to 8 minutes. Flip the basket and continue to cook the fish until lightly charred and the flesh is opaque, 6 to 8 minutes.
Meanwhile, add the halved lemon to the grill cut-side down and cook until charred, about 6 minutes. Gently remove the fish from the basket. Cut the strings, transfer to a serving platter and serve with the grilled lemon halves.