Heat oil to 350° F in a very large skillet or deep fryer.
Peel and quarter onions; then separate. Cut bell pepper into pieces about the same size as the catfish.
Skewer a piece of catfish, then onion, bell pepper and pickle. Repeat until skewer is full.
Combine remaining ingredients for batter.
Dip skewers into batter to coat well, and fry about 2 minutes on each side, or until light golden.