Preheat oven to 350°.
Place the buttermilk and blackening seasoning in a large bowl, stirring to blend. Add catfish; toss gently to coat.
Heat a large nonstick skillet coated with cooking spray over medium-high heat. Add catfish mixture; cook 3 minutes, stirring frequently. Place the catfish mixture in a 2 1/2-quart shallow casserole coated with cooking spray.
Melt the butter in pan over medium-high heat. Add the onions, mushrooms, and chopped parsley; sauté 3 minutes. Add shrimp; sauté 3 minutes. Spoon shrimp mixture over catfish. Combine Alfredo sauce and broth, stirring with a whisk. Drizzle over the shrimp mixture; sprinkle with cheese. Bake shrimp mixture at 350° for 20 minutes or until bubbly. Serve shrimp mixture over rice. Garnish with the parsley sprigs, if desired.