Combine first 3 ingredients; whisk together egg and milk. Dredge catfish pieces in flour mixture, and dip in egg mixture. Dredge in breadcrumbs.
Pour oil to a depth of 1/2 inch in a large skillet; heat to 375°. Fry catfish pieces, in batches, 2 to 3 minutes on each side or until golden brown. Drain on paper towels. Serve with Spicy Dipping Sauce.