Butter the bottom of a glass or ceramic baking dish, and place the fish side-by side, not touching. Sprinkle the peppercorns and place the lemon slices in the center. Pour the wine over everything. Cover the dish with aluminum foil all and bake in the preheated 350 degree oven for 20-25 minutes, depending on the thickness of the fish.
With a slotted turner, remove the fish to a warm platter. Save the juices in the baking dish.
In a saucepan, heat the butter over medium heat until it bubbles. Add the mushrooms, shallots, and shrimp. Cook until the mushrooms are soft and the shrimp are pink all over, about two minutes.
Lower the heat to low. Sprinkle in the flour and stir in. Add the fish-poaching juices--up to one cup--a little at a time, stirring lightly. Add salt and cayenne. Cook, stirring lightly, until the sauce blends and thickens.
Place a trout fillet on each plate and top with the sauce. Garnish with parsley. Asparagus is the perfect side vegetable for this.