Catfish nearly begs for oil, in my opinion.
And, if it isn't begging for oil, it is begging for a Vietnamese (or Thai) preparation, like JeffB says.
In any event, and to amplify JeffB, I would steer clear of baking per se, unless, of course, you are dredging and coating the fish in an effort to approximate a fry coat. [I recall a baked/breaded catfish sandwich recipe that I followed once that was quite delicious. IIRC, it entailed a spicy mayonaisse dressing.]
If you would be willing to consider sauteing catfish filets, I can heartily recommend two different recipes from Roger Hayot's book, "Dinner At The Authentic Cafe."
* The first is "Green Onion-Black Sesame Catfish," which includes a green curry-coconut sauce, and the second is "Sauteed Catfish on Cheddar Cheese Grits with Pecan-Morita Chile Sauce." I have made both of these items numerous times, and both have been big hits with my guests.
**
Just the other night, at
Hai Yen, on Arglye, I enjoyed the traditional pairing of
canh chua ca and
ca kho to. The first is a catfish soup in a light tamarind-flavoured broth with pineapple, tomato, and bean sprouts, and the second is "claypot catfish," or catfish steaks which have been braised in a caramel sauce. Together, and accompanied by rice and a fried green vegetable, well, it is a tough meal to beat.
I am not suggesting that you do both, of course, but you might consider one or the other. I will say that
ca kho to has always been something of a "gateway food," in my efforts to introduce friends to Vietnamese food. Mellow, carmelized sugar and the elusive
umami flavour of fish sauce is an addictive combination.
You will find recipes for both of these items,
here.
One of my favourite Thai catfish preparations is a grilled/chopped catfish salad. There was once a recipe for this item in Saveur Magazine. I mentioned it before,
here.
E.M.
* ISBN # 0.02.549525.9
** If either one of these recipes appeals to you, I will be more than happy to send along the recipes via the personal messaging feature of this Forum.