Preheat the oven to 350 degrees F (175 degrees C). Line a baking dish with aluminum foil and spray with cooking spray.
Juice 1/2 the lemon and cut the other half into 6 thin slices. Place slices in 3 columns of 2 into the prepared baking dish.
Season trout with salt and pepper. Place each fillet, skin-side down, over 2 of the lemon slices in the baking dish.
Bake in the preheated oven until trout flakes easily with a fork, about 15 minutes.
Melt butter in a small saucepan over medium-high heat. Add Dijon mustard; stir. Add the lemon juice, marjoram, and tarragon. Cook and stir until flavors meld, about 2 minutes. Reduce heat to medium-low. Add sour cream and capers. Stir until sauce is smooth but capers are not yet cooked through, about 2 minutes more. Reduce heat to low and let sauce sit until trout is baked.
Place each piece of trout on a plate and garnish with the lemon slices. Pour sauce evenly on top. Sprinkle lemon zest and parsley over the sauce.
