1Spray shallow baking pan with nonstick cooking spray. Beat egg in shallow dish or pie pan until foamy. Add milk; mix well. In another shallow dish, combine cornmeal, lemon peel, salt, thyme and pepper; mix well.
2Dip catfish fillets in egg mixture; dip in cornmeal mixture to coat. Arrange fish in sprayed pan.
3Broil 4 to 6 inches from heat for 8 to 10 minutes or until fish flakes easily with fork, turning once. Serve tartar sauce with fish.