First, you need a leek and some fennel. Fennel has quite a peculiarly aniseedy taste, so bear that in mind if you're not a fan. I only used half the fennel you see up there. I'm much more fond of leeks though, so used the whole thing! Get yourself a baking tray, and put a lovely big sheet of tinfoil on (I know West didn't use tinfoil, but I rather depend on it when cooking fish in the oven). Drizzle olive oil all over it, then chop up your leek and fennel and scatter them across.
Next, you'll need your fish! If you are hardcore, your fish has all its innards in it, and I bow to your superior hardiness. I am relatively new to the world of eating fish that still has a head on, so I was enormously relieved to find the innards of my trout gone. For maximum authenticity, as well as innards, you should have a freshly caught brown trout, from a river, on a moonless night. I got rainbow trout, because it was there. Once your fish is innards-free, you'll need to stuff a herb in its belly. I have gone with dill, because dill is a good herb for fish. However, I understand there was a post-show Q&A where someone asked about what herb was used in the play, so if anyone can enlighten me, I'll be interested in adjusting the recipe in future if it wasn't actually dill. Dill was a good choice though.
Then you should lay your fish on your leeky, fennelly, tinfoiled tray. Make slits in the fish's skin, from top to bottom rather than lengthways, and sprinkle rock salt all over it. Then take your lemon, cut it in half, and squeeze lemon juice all over the fish. Finally, take your tinfoil and form it into a loose parcel around the food, and pop the whole thing in the oven. I went for 160°C, fan-assisted, and left it in there for around 25 minutes. Your oven may behave differently.
So many thanks to everyone at the Royal Court, and I look forward to eating this again many times in the future!