Heat oven to 350˚ F. Place seasoned catfish fillets on a sheet tray, and cook for 10 minutes or until golden and flakes easily. Heat water in the bottom of a double boiler, and adjust heat so that it is at a simmer. Place second pot on top of first. Add butter, and melt. Add flour, and stir in until smooth; cook for 4 minutes, stirring occasionally. Add milk slowly while whisking constantly. Add remaining ingredients. Serve in small bowls, and top with flaked catfish. Drizzle with sherry, and garnish with parsley.