Heat oil to 1 1/2 inch depth in large skillet. Mix the beaten egg with milk; set aside; Mix cornmeal, flour and seasonings in other bowl; dip catfish in buttermilk egg mixture and roll in spicy cornmeal mixture; ease them into hot oil, fry for 4-5 minutes, turning often. Drain on papertowels, serve with salsa, scallions, and lemon wedges.