How to Make It
Light a grill or heat a grill pan. Rub the trout fillets with a little vegetable oil and season with salt and pepper. Grill, skin side down, until cooked around the edges but still raw on top. Arrange the trout fillets in a large baking dish, skin side down, in a single layer.
Combine the 2 cups of vegetable oil with the shallots and garlic in a medium saucepan. Cook over high heat until barely softened but not colored, about 5 minutes. Add the vinegar and sage, bring to a boil and cook for 5 minutes. Let cool slightly, then pour the marinade evenly over the trout. Let marinate at room temperature for 2 hours.
Meanwhile, roast the peppers over a gas flame or under a broiler until charred all over and softened. Transfer the peppers to a bag and let steam for 20 minutes. Peel, seed and core the peppers, then cut them into 1/4 -inch strips.
In a large bowl, whisk the olive oil with the sherry vinegar and mustard until blended. Season with salt and pepper. Add the arugula, fennel, tomatoes and roasted peppers and toss gently to coat. Mound the salad on a large platter. Arrange the marinated trout on top and serve immediately.