Heat grill. In small bowl, combine all ingredients except catfish fillets and oil. Place catfish fillets in large shallow nonmetal dish. Brush tops with oil. Top each fillet evenly with pecan mixture; press into surface.
When ready to grill, carefully oil grill rack. Carefully place catfish, coated side up, on gas grill over medium heat or on charcoal grill 4 to 6 inches from medium coals. Cover grill, or make a tent of foil and place over fish. Cook 15 to 20 minutes or until thickest part of fish flakes easily with fork.