Preheat the oven to 300 degrees F. Fill a large Dutch oven halfway with oil. Heat to 350 degrees F over medium heat. Line a baking sheet with a wire cooling rack.
Sprinkle the catfish with 1/4 teaspoon salt, 1/4 teaspoon pepper and 1 teaspoon of the Cajun seasoning. Set up a breading station with 3 shallow dishes. In the first dish, season the flour with the remaining 1 teaspoon Cajun seasoning. Lightly beat the egg in the second dish. Mix the breadcrumbs and a pinch of salt in the last dish. Bread the fillets in the flour, then the egg, then the breadcrumbs, allowing the excess from each to drip off. Carefully slip them into the hot oil and fry for 1 to 2 minutes per side. Remove to the cooling rack. Place 2 slices of American cheese on each piece of fish and put in the oven until the cheese is melted, 2 to 3 minutes.
Meanwhile, combine the mayonnaise, tartar sauce, chives, capers, Dijon and sriracha in a medium bowl. Season with salt and pepper. In another bowl, toss the lettuce with the red wine vinegar and a pinch of salt and pepper. Spread the sauce on both halves of the hoagie. Layer the bottom bun with pickles, tomatoes, fish, lettuce and assorted chips. Top with the other half of the bun.