Combine egg and milk in a small shallow bowl. In another shallow bowl, combine flour, salt and pepper. In a third shallow bowl, place panko.
Heat oil and butter in a large nonstick skillet over medium-high heat. Dip catfish fillet in flour mixture, then egg wash, then panko. Cook for 3 to 5 minutes, turn over and cook for another 3 to 5 minutes. Repeat with remaining fillets.
Add garlic to hot pan, and sauté for 30 seconds. Add white wine, and simmer for 3 minutes. Add lemon juice, zest and capers; simmer until reduced to ¼ cup. Remove from heat; whisk in cold butter. Season with salt and pepper to taste, and garnish with parsley. Spoon over fillets.