Preheat oven to 350˚ F.
Combine horseradish, mustard, garlic, parsley and lemon juice; add breadcrumbs. Slowly add ¼ cup olive oil. Mix to a consistency that will hold to catfish fillets. Add more oil if needed.
Press ¼ of horseradish mixture firmly onto rounded side of each catfish fillet.
Line a baking pan with aluminum foil. Place wire rack in pan, and spray with vegetable oil. Place fish on rack, and bake for 15 to 20 minutes or until done and lightly browned.
Serve with rémoulade sauce.
To make sauce, mix all ingredients thoroughly. May be made ahead to allow flavors to blend.