At least 30 minutes before cooking, place the catfish fillets in a plastic zipper bag or large bowl and pour the milk (or buttermilk) over it, allowing it to soak to remove the fishy flavor.
In a small bowl, combine the blackening or Cajun seasoning, oregano, salt, pepper, garlic powder, and cayenne pepper then set it aside.
When ready to cook, preheat your air fryer to 400 degrees. Remove the fish and pat it dry. Drizzle the fillets with olive oil. Sprinkle the spice mixture onto both sides of each fillet, coating them completely.
Place the fillets in a single layer inside. Spray the tops of the fish.
Air fry at 400 degrees F for 10 minutes. Carefully flip the fish and fry for another 10 to 12 minutes (20 to 22 minutes total), until it reaches your desired doneness. Serve with lemon wedges and garnished with parsley.
Notes
HOW TO REHEAT AIR FRYER CATFISH:
Place leftover fillets in the air fryer.
Air fry at 400 degrees for 4 minutes, until warmed through.
HOW TO COOK AIR FRYER CATFISH FROM FROZEN:
Ideally, you want to soak your catfish in the milk before freezing. If this is not possible, it can still be done while frozen, just soak it for an hour in room temperature milk, which will also help thaw it. If you do this, follow the directions as written.
If skipping the milk soak, skip directly to steps 2 and 3.
Preheat the air fryer to 400 degrees F. Then, air fry the fish for 13 minutes, flip and fry an additional 13 to 15 minutes (26 to 28 minutes total), until fully cooked.