Season the tomatoes and onions with salt and pepper on both sides. Brush the tomatoes and onions with canola oil on both sides. Place tomatoes and onions on a hot grill and grill for 3 minutes per side. Remove from the grill and coarsely chop. Place in a bowl and add balsamic vinegar and thyme. Check for seasoning. Set aside.
In a shallow dish, combine cornmeal, salt, pepper and cayenne pepper. Lightly dredge the catfish fillets in the cornmeal, pressing lightly to make the cornmeal stick well. Place a saute pan on the grill and heat. When the pan is hot, add 3 tablespoons of canola oil and heat. Place the catfish in the pan, and pan fry for 3 to 4 minutes per side or until the cornmeal is golden brown. Serve the catfish with the grilled tomato and onion salad.