Heat oven to 425 degrees F.

Line a baking sheet with foil and spray with cooking spray.

Whisk cornmeal, Old Bay seasoning, cumin, salt, pepper and cayenne pepper in a shallow bowl.

Pour milk into a separate shallow bowl.

Dip catfish fillets, one at a time, into milk and then into cornmeal mixture, turning to coat.

Transfer to prepared baking sheet.

Spray tops lightly with cooking spray.

Bake catfish, flipping halfway through, until golden brown on the outside and flaky on the inside, about 15 to 20 minutes.

Let sit at room temperature for 2 minutes before assembling sandwiches.

Combine all ingredients for the lemon-caper dill sauce in a small bowl; spread on one half of each sandwich bun.

Top with a catfish fillet, lettuce and tomato.

Serve with lemon wedges, if desired.