How to Make It
Prepare the slaw: Toss together all slaw ingredients in a large bowl. Set aside until ready to serve.
Prepare the fried catfish: Pour oil to a depth of 3 inches in a large Dutch oven; heat to 350°F over high. Whisk together eggs and water in a medium bowl. Stir together cornmeal, flour, salt, and cayenne in a large bowl. Dip fillets in egg mixture; dredge in cornmeal mixture, coating well, and shaking off excess. Working in batches, add fillets to hot oil; fry until golden brown on all sides, 6 to 8 minutes. Drain on paper towels.
Spread mayonnaise evenly inside rolls. Place 1 fried fillet inside each roll, and top each with 1 cup slaw.