Prepare the Cajun remoulade sauce. Keep covered in the refrigerator until ready to use. Can be made 3 days in advance.
In a small bowl, whisk together the mayonnaise, vinegar, sugar, salt, pepper, and celery seed.
Place the slaw mix (dry ingredients only) in a medium-sized bowl. Add the dressing and stir until fully coated. Set aside. If not used within an hour, place in the refrigerator, covered, for up to 3 hours.
Heat the oil in a large sturdy skillet over medium-high heat, until reaches 350°F, or when a small piece of bread sizzles and browns in about 30 seconds when tossed in the oil.
Place the milk and eggs together in a medium bowl or pan, and whisk together.
In a separate bowl or pan, mix together the cornmeal, flour, 1 teaspoon salt, ½ teaspoon pepper, and cayenne (½ tsp).
One at a time, dip the catfish fillets into the wet mixture, then dredge in the corn meal/flour mixture, completely covering the fillets.
In batches, fry the fillets until golden brown, about 3 - 4 minutes. Drain on paper towels.
If desired, cut the ends off of the rolls, and if they are long rolls, cut them in half.
Smear a good helping (about 2 tablespoons) of the remoulade sauce on the bottom of each roll. Then add a layer of pickles, tomato slices, then the catfish fillets, and top with coleslaw.
Add a good few squeezes of fresh lemon and several dashes of hot sauce. Top with bun. Serve at once.
