Preheat the oven to 300F. In a large shallow ovenproof dish place the shallots, parsley, bay leaf, and trout. Pour in the champagne. Season with salt and pepper. Cover with foil and bake 15-20 minutes. Remove the trout from the oven and with a sharp knife remove the skin from the trout, keeping the skin. Place the trout on a serving platter, cover and keep warm. Place the skin in the trout cooking liquid and boil for 5 minutes. Strain. Stir in the tomato purÄe. Dissolve the cornstarch in a little water and stir it into the sauce. Heat through. Remove the pan from the heat and whisk in the butter a little at a time. In a small bowl stir together the egg yolks with one tablespoon of fresh lemon juice. Whisk mixture into sauce. Season with salt and pepper. Spoon sauce over trout. Cover with aluminum foil and return to oven for 10-12 minutes.