Whisk together first 4 ingredients. Dredge fish in flour, dip in mustard mixture, and coat with pretzels.
Cook fish, in batches, in hot oil over medium heat 3 to 4 minutes on each side or until golden and fish flakes with a fork. Serve with lemon slices, if desired.
*4 (4-ounce) frozen catfish fillets, thawed, may be substituted.