1. Combine first 3 ingredients and anchovy paste, if desired, in a small bowl; chill until ready to serve.
2. Brush zucchini and trout with olive oil, and sprinkle with sea salt and pepper. Grill zucchini 3 to 4 minutes on each side; cut into 1/2-inch slices. Grill fillets, skin-sides up, over hot coals 2 minutes. Turn, and grill 3 to 4 minutes. Serve fish and zucchini with herb aïoli.