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Boil the potatoes in salted water for 15 mins until just tender. Drain and rinse under cold water to cool, then drain again. Heat the grill.
Meanwhile, mix together the yogurt and mayonnaise, then season with a good squeeze of lemon. Gently stir into the potatoes with the capers, gherkins, most of the spring onion and cucumber.
Season the trout, then grill on a baking sheet, skin-side down, for 3-4 mins depending on thickness, until just cooked. Scatter with lemon zest and serve with the potato salad, scattered with remaining spring onions. Cut the remaining lemon half into wedges for squeezing over.