Preheat oven to 220 °C. Place some parchment paper on a cooking sheet.
Melt butter in saucepot on medium heat, then add the shallot. Cook for 2 to 3 minutes, stirring constantly, or until the shallots are translucent. Add the spinach leaves and continue cooking, 1 to 2 minutes or until they start to wilt. Add the Parmesan cheese, the cream cheese, and salt and pepper.
On a lightly floured work surface, roll out the puff pastry so that it covers approximately 25 cm x 25 cm. Add the trout and then the spinach and cheese mixture. Fold the dough. Brush the dough with milk and bake for about 25 to 30 minutes or until the dough is golden brown.
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