In my experience, Costco has consistently good-quality fish, but I soaked the filets in milk for a few hours to help reduce any "muddy" flavors (catfish are bottom feeders).
This forum on Taste of Home, gives several other alternatives to this problem, including soaking in aciduated water (water spiked with lemon), buttermilk, mustard, or salt water. I don't know if the milk helped mine, but I do know that my fish didn't have a trace of muddiness.
Start by preheating your grill to medium and making a smoking packet like described here. Put the packet on the grill's heating element or directly over the coals if using charcoal.
Combine 2 tsp. seasoned salt, 1 tsp. garlic powder, 1 tsp. celery seed, and 1/2 tsp. celery salt.
Remove the fish (I had about 2 lbs.) from the milk, pat the filets dry with paper towels and season on both sides with the seasoning mixture.
Finely crush a sleeve of buttery flavored crackers (I used Townhouse) and melt a stick of butter.
Dip each filet into the butter, then into the cracker crumbs, and lay on a sheet tray. I line the tray with foil, then after the fish are cooked, I remove the foil and use the tray for the cooked filets.
Spray a grilling sheet with cooking spray so that the filets don't stick. Lay the fish on and cook over medium heat for about 10 minutes or until fish flakes easily.
Watch carefully so they don't burn. You can flip them carefully one time, but we didn't, and they were still fine.
Golden brown, flaky, and delicious!
I served the crunchy fish with cheesy creamed spinach, which was a pleasant contrast.
The whole family complimented the chef on this recipe. It's a keeper!