Rinse the cucumbers and squeeze out any excess moisture. In a bowl, whisk the sour cream with the shallot and vinegar. Season with salt and white pepper, fold in the cucumber and dill and serve.
Remove from the grill. Place the trout on a cutting board and peel the skin off while it's still warm. Place the fish on a plate, and serve with a dollop of horseradish cream and cucumber salad.