01 - Preheat the oven to 400°F. Line a baking sheet with parchment paper or lightly grease it.
02 - In a small bowl, whisk together the olive oil, lime zest and juice, minced garlic, chili powder, cumin, smoked paprika, cayenne pepper (if using), salt, and black pepper until well combined.
03 - Pat the trout fillets dry with paper towels. Arrange them skin-side down on the prepared baking sheet.
04 - Brush the marinade generously over each fillet, ensuring even coverage across the entire surface.
05 - Bake for 15 to 18 minutes, or until the trout flakes easily with a fork and appears opaque throughout the center.
06 - Remove from the oven, garnish with chopped fresh cilantro, and serve immediately with lime wedges alongside.