DO-AHEAD TIP: Marinate trout overnight or for at least 6 hours (see recipe).
Place fillets in a large zipper-topped plastic bag; top with lemon juice, seal bag and turn to coat; refrigerate overnight or for at least 6 hours.
In a shallow bowl, combine coconut flour, shallot, pepper, and salt. Fully dredge fillets in flour mixture, one at a time.
Melt half of the ghee (or heat olive oil) in a large skillet over medium-high heat until hot. Add trout fillets and sear for about 3 minutes per side; remove from skillet and keep warm. In the same skillet, heat remaining ghee (or olive oil) until hot.
Add chopped pecans and ground nutmeg; cook and stir for about 2 minutes then serve over trout.