Preheat the oven to 425 degrees F (220 degrees C). Line a baking sheet with aluminum foil and coat with cooking spray.
In a shallow dish, stir together the cornmeal, paprika, thyme, salt, celery seed, onion powder, garlic powder, and pepper. Dip the catfish fillets in milk, then place them into the cornmeal mixture and coat liberally; place on the greased baking sheet. Coat the tops of the fillets with cooking spray until wet.
Bake for 15 minutes in the preheated oven, or until fish is easily flaked with a fork.
