Lay two slices of Parma ham (slightly overlapping) on a work surface. Place a sage leaf in the middle then lay one trout fillet in the middle at right angles to the ham. Add a second sage leaf and a tablespoon of butter on top of the fish.
Roll the ham around the fillet (leaving the ends of the fish hanging out) and secure with a wooden skewer. Repeat the process with the other fillets, then place the trout parcels in an oven dish and bake in a preheated moderate oven (Mk 4 - 350ºF - 180ºC) for 15-20 minutes.
Remove the fish from the oven and sprinkle over the chopped parsley and a squeeze of lemon. Spoon the remaining buttery sauce from the oven dish over the trout and serve immediately.