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Preheat the oven to 450F. Lightly coat a baking dish with cooking spray or a little olive oil.
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Combine the dried thyme, garlic powder, chili powder, cayenne, pepper sauce, kosher salt and olive oil in a small bowl. Stir the mixture with a fork to blend it completely.
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Use a pastry brush or the backside of a spoon, and evenly spread the seasoning over both sides of the catfish fillet.
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Place the fish in the prepared baking dish and bake in the hot oven for 10 to 12 minutes, or until it flakes easily with a fork. The cooking time will depend on the thickness of the fillets.
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Serve hot with Cajun mayonnaise or tartar sauce.