Cover a large baking sheet with parchment paper or nonstick aluminum foil.
Drench each catfish filet with the egg mixture, make sure they are well coated. Then dip them in the cornmeal mixture making sure both sides are well covered. Place them on the baking sheet.
Spray each fillet liberally with the cooking spray until wet. (Optional).
Bake them for about 15 minutes. Serve immediately.