Set your oven to 425 degrees. Rub each trout filet with oil then season to taste with salt and pepper. Place on a tray in the oven and cook for 10 minutes, so until the trout is cooked through and flakey. Let cool to room temperature.
When trout is cool enough to handle peel away skin and discard and toss with thinly sliced Brussels sprouts, mayonnaise, and mustard and season to taste with salt and pepper.
Place 1/4 cup of filling in the center of each wrapper, brush the edges of the wrapper with beaten egg then fold the bottom corner over the filling, and the two side corners over top, and roll the spring roll around itself like a cigar. Repeat with remaining filling and wrappers and brush each spring roll with oil.
Place each spring roll on a tray and bake in the oven, flipping each spring roll after 10 minutes and then continuing to cook until each one is golden brown, About 17 minutes total. Serve with more mayo-y mustard for dipping.