Preheat the oven to 200°C conventional oven/ 180°C fan-forced (400° Fahrenheit/Gas 6). Prepare 2 sheets of aluminum foil approximately 50cm x 30cm in size.
Cut off and reserve a few of the freshest looking fennel fronds for garnish. If the base of the fennel bulb is a little brown, cut a thin slice off. Use a vegetable peeler to remove any brown parts from the sides of the fennel. Finely slice the fennel.
Lay the 2 sheets of aluminium foil, side by side, on a clean work surface. Place each trout on top of the prepared aluminium sheets and season well with salt and freshly ground black pepper, inside and out. Sprinkle the capers inside of each fish. Divide the sliced fennel, leek and lemon into 2 portions. Place each portion of fennel, leek and lemon slices inside the rainbow trout stomach cavity. Drizzle extra virgin olive oil over each of the rainbow trout, then pour white wine over. Top with knobs of butter.
Fold the short side of one of the aluminium foil sheets over the fish to enclose. Make small folds along the open edges of foil to create a seal. Repeat with the remaining aluminium foil sheet to enclose the second trout.
Transfer the aluminium parcels to a roasting tray. Bake for 25 minutes or until the fish is just cooked through. When cooked, the flesh should flake away from the bone.
Remove from the heat. Carefully open parcels and transfer fish to a serving platter. Serve sprinkled with the reserved fennel fronds – buon appetito.