Preheat the oven to 450 °F. Line a baking sheet with aluminum foil as the skin will stick to the pan.
In a small skillet or saucepan, melt the butter. Add the shallot and cook on medium heat for about 3 minutes, until the shallot softens.
Add the garlic and the lemon zest, cook for another minute. Cool slightly. Squeeze in half of the lemon juice.
Place the fish on the prepared baking sheet and season with salt and pepper, to taste.
Spoon the butter sauce over the fish.
Sprinkle with half of the minced dill.
Roast in the oven for about 15 minutes. The best way to check for doneness is to use a fork to gently prick the fish, and if it flakes easily, it's ready.
Use two spatulas to take the fish off the baking sheet in one piece, or cut it into sections for serving.
Squeeze the other half of the lemon juice over the fish and garnish with a little more fresh dill.
Notes
Steelhead Trout resembles salmon to me in both it's flavor and meaty texture so you can definitely substitute salmon for the trout in this dish. However, salmon fillets tend to be a bit thicker than steelhead trout, so you might need to adjust the cooking time a few minutes longer.