Hi Joe...I've done Costco whole rainbow trout a couple of times and they turned out great. I rinsed them well, brined them in "Andi's wet brine" (see seafood archives) for 5 hours, rinsed well again, dried with paper towel and allowed pelicle to form. I leave the head and tail on for smoking because they help stabilize the trout on the smoking racks if you smoke them with the open body cavity down. I used 2 oz. of hickory and smoked at 150 degrees for 6 hrs but start checking at 5hrs for the firmness that you want. I don't have an FE like you so you will have to modify temps/time to suit your unit. Good luck & let us know how they turn out.
CB