Heat vegetable oil in a medium skillet over medium-low heat.
Place catfish filets on a plate lined with paper towel to absorb any moisture.
In a small bowl, combine egg, flour, salt, and sugar. Whisk until smooth.
Test oil by sprinkling a small amount into oil. If it “dances” it is ready.
Dredge catfish filets into batter, covering them completely.
Gently place them in your hot oil. Cook each side for about 4 minutes or until fish is golden brown on the outside and flaky inside.
Place cooked fish on a plate lined with paper towel to absorb excess oil.
Prepare sauce by combining mayonnaise, pickle relish, garlic, horseradish, and worcestershire sauce.
Spread sauce evenly over the top and bottoms of your buns. Sprinkle lettuce evenly on the bottom buns followed by the tomato slices. Finally, place cooked filets on each sandwich and enjoy.