Preheat the oven to 425 degrees F. Season the inside of the sea trout well with sea salt and pepper, and fill the gut cavity with the fennel fronds and stalks (unchopped).
Cover the bottom of a large roasting tin with a layer of salt, 1/2-inch deep. Place the trout on top of the salt. Pile the rest of the salt over the fish so that it's completely covered by at least 1/2-inch all over. Don't worry if the head and tail protrude slightly. Sprinkle a little water over the salt.
Bake for 40 minutes. To test if the fish is cooked, pierce with a skewer; if it comes out warm the fish will be ready. Peel off the salt crust, and the skin should come with it.