Heat deep fryer to 350° F.
Combine cornmeal, flour, cornstarch, salt, cayenne pepper and black pepper in a shallow bowl. Evenly coat catfish fillets with cornmeal mixture, and shake off any extra.
Cook fish for 5 minutes, or until golden brown. Let cool slightly on a wire rack.
Combine honey and zests in a small bowl, and heat in microwave for 1 minute.
Drizzle fillets with honey mixture.