Sprinkle fillets evenly with salt and 1/4 tsp. Old Bay seasoning. Arrange fillets on a lightly greased rack in an aluminum foil-lined broiler pan.
Bake at 425 for 20 to 25 minutes or until fish flakes with a fork and is opaque throughout. Finely chop fish.
Cook diced onion, bell pepper, and celery in 1/2 Tbsp. hot oil in a small skillet over medium-high heat, stirring often, 3 to 4 minutes or until tender.
Cook beer in a small saucepan over medium-low heat 5 minutes or until a thermometer registers 105 to 11
Remove from heat; add yeast, and let stand 5 minutes.
Transfer yeast mixture to a large bowl; stir in vegetables, milk, flour, hot sauce, catfish, remaining 1 Tbsp. oil, and remaining 1 tsp. Old Bay seasoning.
Cover and let rise in a warm place (85), free from drafts, 30 minutes.
Beat egg whites at medium speed with an electric mixer until soft peaks form. Fold into catfish mixture.
Pour vegetable oil to a depth of 2 inches into a Dutch oven or electric deep-fat fryer; heat to 36
Drop batter, by heaping tablespoonfuls, into hot oil; fry, in batches, 3 to 4 minutes or until golden brown, turning once.
Drain on a wire rack over paper towels.
Serve with tartar sauce and, if desired, lemon wedges.
Note: Keep beignets warm in a 225 oven for up to 30 minutes.