Here's what I do using our large gas grill:
First, lay down some heavy duty aluminum foil on grill.
Spray with olive oil no stick spray (or simply brush on some olive oil).
Season the foil with salt, pepper, paprika, garlic butter, etc, etc, whatever you want.
Let the temp get up to 350.
Throw those fillets on there and baste with your favorite seasonings. ***
Doesn't take long to cook! Baste often to keep the fillets moist during cooking.
You don't have to flip the fillets.
*** This is where you can get creative. Feel free to experiment with bbq, teriyaki, sweet and sour, mesquite, salsa, honey mustard, etc, etc.
No doubt, this is a great way to prepare large thick fillets. But I actually prefer grilled over deep fried catfish now. For the creative chefs, you can leave the skin on and grill them skin side down for a bit DIRECTLY on the grill to get some seasoned grill marks and then put the fillets back on the foil to cook them.
Another option is to completely WRAP the fillets in foil so it holds everything in and cook them that way. However, I prefer to keep the foil open and flat on the grill so the fish absorb some of the "seasoned" grill flavors.

ok...@#$% now I'm hungry... lol...