1 Heat oil in a large skillet over medium heat. 2  Pour milk into a medium bowl. 3  Dip catfish filets into milk and hold up and let the milk drip off. 4  Roll the milk-soaked filet in the cornmeal mixture until completely covered.5  Set aside. 6  Fry the garlic in the hot skillet, but do not burn. Pour milk into a medium bowl. 2  Dip catfish filets into milk and hold up and let the milk drip off. 3  Roll the milk-soaked filet in the cornmeal mixture until completely covered. 4  Set aside. 5  Fry the garlic in the hot skillet, but do not burn.