Preheat the oven to 375°F (190°C). Lightly butter a medium baking dish.

Pat the trout fillets dry, arrange them in a single layer in the baking dish, and season lightly with salt and black pepper.

Melt the butter in a medium saucepan over medium heat. Whisk in the flour and cook for 1 minute, stirring continuously.

Gradually pour in the warm milk while whisking. Cook for 4–6 minutes, until the sauce is smooth and thick enough to coat the back of a spoon.

Whisk in the Dijon mustard, minced garlic, and paprika.

Reduce the heat to low. Gradually stir in the cheddar, Gruyère, and Parmesan until fully melted and smooth. Taste and adjust the seasoning.

Pour the Mornay sauce evenly over the trout fillets, spreading it gently so each fillet is completely coated.

Bake for 20–25 minutes, until the trout flakes easily and the sauce is bubbling. Broil for 1–2 minutes if a more golden top is desired.

Rest for 5 minutes, garnish with chopped parsley, and serve with lemon wedges.