Heat the grill for direct heat, medium high (400F) cooking.
Combine the parsley, oregano, thyme, salt, pepper, olive oil and Dijon in a small bowl.
Cut 1 ½ oranges across into 8 slices and set aside. Squeeze 2 tablespoons of juice from the remaining orange half and add to the herb mixture. Brush about half of it over both sides of the fish fillets.
Place two orange slices on the grill about 2-3 inches apart; place a trout fillet on top with the skin side facing up. Repeat with the remaining oranges and filets. Grill 4 minutes; turn and brush the flesh side with the remaining orange-herb mixture and grill until the fish is cooked through, about another 4 minutes. Slide two spatulas under the oranges to lift each piece of fish off the grill on top of the oranges.
Nutritional analysis per serving: 345 calories, 36 g protein, 9 g carbohydrates, 2 g fiber, 18 g fat, 3 g saturated fat, 394 mg sodium