Warm up grill or smoker to 200-250F. <I prefer to use a Gateway Drum Smoker which cooks about 50F hotter than listed on the temperature gauge.> Setting your cooker at low temperatures allows for gentle cooking to cook and you are less likely to overcook. At low temperatures, salmon and trout are also less likely to produce albumin (the white fluid that rises to the surface of the fish, its edible but not appetizing).
Prepare fish as necessary(scale, clean, filet if preferred).
Lay fish (in this case, Steelhead Trout) onto parchment paper onto a baking sheet.
Lightly season with your favorite spice rub.
Put baking sheet onto grill or smoker with lid on for ~20 or more minutes. Use an instant read thermometer to assess doneness in the midpoint of the fish. <I take my salmon or trout off the smoker at 120F> When fish is done, take fish off the grill or smoker to serve.