How to Make It
In a small bowl, combine the mayonnaise, 1/2 teaspoon of the black pepper, and the cayenne. Spread the mayonnaise mixture on the rolls.
In a shallow bowl, combine the cornmeal with the salt, thyme, and the remaining 1/4 teaspoon black pepper. Dip the fillets into the beaten eggs and then into the seasoned cornmeal. Shake off the excess cornmeal.
In a large nonstick frying pan, heat the oil over moderate heat. Add the cornmeal-coated fish and fry, turning once, until golden on the outside and just done in the center, about 4 minutes per side for 3/4-inch-thick fillets. Drain the fish on paper towels. Sandwich the catfish and greens in the rolls.
Fish Alternatives Substitute moderately firm, lean fillets for the catfish. Scrod, rockfish, ocean perch, haddock, or tilefish are good options.