Combine first 7 ingredients; divide evenly into 2 shallow dishes.
Place egg in another shallow dish; whisk in water. Dredge each fillet in cornmeal mixture; dip in egg mixture and dredge in second cornmeal mixture.
Heat oil in a large nonstick skillet coated with cooking spray over medium heat. Add fillets; cook 4 minutes on each side or until golden and fish flakes easily when tested with a fork. Serve with lemon wedges.