First, preheat your oven to 400°F (200°C).

In a small bowl, mix together the olive oil, lemon juice, minced garlic, dried thyme, smoked paprika (if using), salt, and pepper to create a marinade.

Place the steelhead trout fillets in a baking dish or a resealable plastic bag. Pour the marinade over them. Make sure the fillets are coated evenly. Let them marinate in the refrigerator for about 15 to 20 minutes. If you are in a hurry, even a 5 minute marinade will add some flavor.

While the steelhead trout is marinating, lightly grease a baking pan to prevent sticking.

After marinating, take the steelhead trout fillets out of the marinade and place them in the prepared baking pan.

Bake the steelhead trout in the preheated oven for approximately 12 to 15 minutes, depending on the thickness of the fillets. The trout should be cooked through and easily flake with a fork.

Once the trout is done baking, remove it from the oven and let it rest for a minute or two.

Finally, garnish the steelhead trout with lemon slices and fresh thyme sprigs if desired.