- Preheat oven to 425 °F. Cover a large baking sheet with foil & lightly coat with cooking spray. Set aside.
- In a shallow bowl, add milk & eggs. Whisk together. In a separate shallow bowl, add cornmeal, flour & cayenne pepper. Stir to combine.
- Dip catfish into the egg mixture, then completely coat in the cornmeal mixture. Place coated fish on baking sheet & lightly coat tops with cooking spray. Bake 20 minutes, or until fish flakes easily with a fork, flipping once halfway through baking. Add rolls to baking sheet & toast 2-3 minutes before fish is done.
- Meanwhile, in a large bowl combine coleslaw mix, mayo, yogurt, vinegar & pepper. Mix well.
- Serve each fillet on a roll with coleslaw.