Heat oil in a deep fryer to 350° F.
Place pickle juice and catfish in a bowl. Toss to coat; then let marinate for 20 minutes.
In another bowl, combine flour, onion powder, garlic powder, salt and pepper.
In separate bowl, whisk egg and milk together.
Dredge catfish pieces in the egg mixture, then the flour mixture.
Deep-fry catfish for 5 minutes or until golden brown. Drain any excess oil on paper towel.
Mix all sauce ingredients, and serve catfish with dipping sauce.