To make Citrus Sauce, combine all ingredients in a small sauce pan. Bring to boil; reduce heat, and simmer 5 minutes.
Place catfish in shallow dish, and squeeze ½ fresh lemon over each. Sprinkle with salt and freshly ground black pepper. Let sit 5 minutes.
Place catfish fillets on grill skin side up for 3 to 4 minutes. Flip over, and grill 2 to 3 more minutes.
Transfer catfish to serving plate, and spoon warmed Citrus Sauce over fillets.