In a heavy frying pan, pour enough oil to come 1/2 inch up the sides of the pan. Heat the pan on medium-high until the oil reaches 350°F. If you don’t have a thermometer, add a cube of dry bread to the oil. If it sizzles, the oil is hot enough for the fish.
Soak the catfish in the milk.
Mix together the cornmeal, flour, and spices for dredging
Place the mixture in a shallow dish.
Dredge the fillets in the mixture, shake off the excess and sprinkle them with salt.
Add the fillets to the hot oil.
Fry the fish until golden brown, for about 2-4 minutes, and carefully turn to brown on the other side for another 2-4 minutes.