Stir the coriander, cumin, five-spice, cayenne, 2 teaspoons salt and a few grinds of pepper together in a small bowl. Rub the spice blend all over the catfish.
Whisk the mayonnaise, harissa, lemon zest, lemon juice, 1/4 teaspoon salt and a few grinds of pepper together in another small bowl.
Heat 2 tablespoons of oil in a large and heavy skillet over medium-high heat. Once hot, add half the catfish and cook, flipping once, until well browned and cooked through, 4 to 5 minutes per side. Repeat with the remaining oil and catfish.
Spread the harissa mayo on 4 plates and place the catfish on top. Serve with cilantro and lemon wedges.
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