To make the stuffing, melt the butter in a small saucepan, add the shallots and garlic and cook gently for 5 minutes, or until they are softened but not browned. Remove the saucepan from the heat and leave to cool.
Put the breadcrumbs in a bowl, add the shallots and garlic, parsley, sage, anchovy fillets, orange rind, egg, and salt and pepper to taste. Mix well. Divide into four equal portions and push a portion into the cavity of each trout. Sew up the openings with fine string or secure with small skewers or cocktail sticks.
Preheat the oven to 180°C.
Butter a large baking dish and arrange the fish in it. Pour the lemon juice and wine over the fish and sprinkle with salt and pepper. Bake the trout, uncovered, for about 30 minutes, basting with the cooking liquid every 10 minutes.
Remove the trout from the baking dish, arrange on a heated serving platter, cover and keep warm. Strain the cooking liquid from the baking dish into a saucepan and boil until it is reduced by half. Pour the sauce over the trout, garnish with lemon wedges and chopped parsley and serve immediately, accompanied by steamed new potatoes.