For the remoulade: In medium mixing bowl, whisk together the ketchup, mayo, vinegar, capers and horseradish. Then add the celery, onions and anchovies to the above mixture. Then add the dry mustard, paprika, salt/pepper blend and cayenne. Mix well and store up to 7 days. Best to prepare 1 day in advance and do not puree or pulse the vegetables, they should be hand cut. Yield: 1 1/2 cups.
For the catfish: Preheat the oil in a deep-fryer to 350 degrees F. Then toast the buns in a skillet with warmed butter over medium heat until light brown, 1 to 2 minutes.
In batches, lightly coat the fish fillets with the flour/spice mixture, tap off excess any flour and then dip the fillets into the egg wash. Finally finish the fillets in the cornmeal. Then drop the breaded fillets in the oil and fry until golden brown, about 3 minutes. Remove the fish from the oil and allow any excess oil to drip off.
To build the sandwiches, toss the lettuce with the remoulade, and then place on the bottom bun. Add the tomatoes, onions, fish and the top bun. Serve.