Prepare a grill for direct cooking. For a charcoal grill, when the coals are ashed over, rake or spread them out in the bottom of the grill so the food can cook directly over the coals. (For a gas grill, fire up the burners so the food can cook directly over the heat.)
Mix together the cornmeal, Stubb’s Bar-B-Q Spice Rub, cumin, and salt in a shallow dish or pie pan. Set out a baking sheet (lined with foil for easy clean up, if desired).
Place the fillets on a work surface, skin side down. Squeeze just enough citrus juice over the fleshy side to penetrate, then flip the trout over and squeeze some juice over the skin side. Let the trout rest for at least 5 and up to 30 minutes to absorb the juice.
With paper towels, blot any excess moisture from the fillets. Lightly coat both sides of each fillet with the cornmeal mixture by placing them down flat in the mixture, the flipping them over. As you coat the fillets, set them skin side down on the baking sheet, then carry them out to the grill. (You can coat the trout up to 30 minutes before cooking.)
Generously spritz the fleshy side of the fillets with nonstick spray. Carefully place them over direct high heat, flesh side down. Cook until the coating crisps and shows grill marks, about 2 minutes.
Carefully lift the fillets and place them cooked side down on the baking sheet. Spray the uncooked side with nonstick spray. Set them back on the grill with the uncooked side down. Cook another few minutes, until the coating is crisp and the flesh cooked through (when probed with the tip of a knife, the flesh should just barely flake). Do not overcook or the trout will be dry. Serve with citrus wedges on the side.