Preheat the oven to 200 degrees C and put 2 baking trays in the oven to heat. Place the potatoes in a large saucepan and pour over enough boiling water to cover them. Bring back to the boil, then simmer for 5 minutes. Drain and return to the pan.
Drizzle the oil over the potatoes and toss them quickly to coat. Spread them out on one of the hot baking trays and roast for 10 minutes. Turn the potatoes over and roast for another 10 minutes, then turn them again and roast for a further 5 minutes or until crisp and tender.
Meanwhile, tuck the sprigs of tarragon inside the trout with some pepper. Cut out 4 squares of foil, each large enough to wrap up a fish. Cut the orange and lemon slices in half. Divide half the orange and lemon slices among the foil squares, lay the fish on top and cover with the remaining fruit slices. Sprinkle 1 tablespoon orange juice over each fish. Wrap up the foil to enclose the fish completely, twisting the ends to seal. Place the parcels on the second hot baking tray and bake for 20 minutes.
While the fish and potatoes are cooking, make the cucumber sauce. Grate the cucumber, place it in a sieve and press to squeeze out any liquid. Mix together the cucumber, yogurt and mint, and season with pepper.
Arrange the fish, orange and lemon slices and roasted potatoes on individual warm plates. Add a garnish of baby rocket leaves and serve with the cucumber sauce.