Combine egg white and water; stir well, and set aside. Combine cornmeal and next 3 ingredients; set aside. Dredge fillets in flour; dip in egg white mixture, and dredge in cornmeal mixture.
Coat a large nonstick skillet with cooking spray; place over medium-high heat until hot. Add fillets; cook 3 minutes on each side or until fish flakes easily when tested with a fork. If desired, sprinkle with chopped fresh thyme and lemon wedges.