Preheat broiler or grill.
Cut peppers in half lengthwise, and remove stems, seeds and ribs. Place cut side down on a baking sheet. Broil (or grill) until blackened, 6 to 10 minutes. Transfer to paper bag, close tightly and let cool for 10 minutes. Remove skins, and cut peppers lengthwise into 1-inch strips.
Cut fillets into 1-inch chunks.
Combine marinade ingredients. Place catfish in marinade for 5 to 10 minutes.
Wrap a pepper strip around each catfish chunk, and secure with toothpicks. Run skewer through each roll, and place in a wire fish basket for the grill or on a baking sheet for the broiler.
Grill skewers over a medium-hot fire, turning once, for about 3 minutes per side. Alternately, cook under broiler about 3 minutes per side. Serve immediately.
Serves 6