For the pecan-crusted catfish: Preheat the oven to 375 degrees F. Sprinkle the fish with salt and pepper and set aside. Pulse the cornmeal with the pecans and some salt and pepper in a food processor until uniform and the size of breadcrumbs. Create a breading station with the flour on a plate, the milk and egg beaten together and the pecan-cornmeal mixture on another plate. Be sure to sprinkle salt and pepper on each part of the breading station. Dip the fish in the flour, then the egg, then the cornmeal mixture. Heat the oil in a large oven-safe saute pan over medium heat. Brown the coated catfish until golden on one side, about 3 minutes. Then turn the fillets over and place in the oven to finish cooking, about 10 minutes longer (a few minutes more if the fillets are thick).
For the spicy cream sauce: Place the onions and garlic with the stock, wine and 1/2 cup water in a small saucepan. Boil and reduce for 5 minutes, gently pressing on the onions and garlic to release the flavors. Remove the onion and garlic and discard. Turn down the heat to low and whisk in the steak sauce and lemon juice, then the sour cream. Allow to cook and reduce 2 minutes. Remove from the heat and whisk in the butter, 1 tablespoon at a time, allowing the sauce to thicken slightly. (Place back on the heat for 10 seconds if needed to keep the temperature high enough.)