Preheat the oven to 400 degrees F.
Grease a baking dish with 1 teaspoon of olive oil.
Place trout in baking dish and season with olive oil, thyme, salt, and pepper. Stuff each fish with lemon and onion.
Bake for 10 minutes then add about 2 tablespoons of water. Bake for 10 more minutes until the fish is tender and flaky.