To make the roux, mix the fat and flour together in a large stockpot over medium-low heat. Cook until slightly brown, about 5-10 minutes. Add the onion and sauté until translucent. Add the celery and pepper and sauté for a few minutes, until vegetables are tender. Add the garlic and sauté for one more minute.
Add the tomato paste and cook for one minute. Add the whole tomatoes and tomato sauce. Lightly season with salt and let mixture simmer over low heat for 2 hours until the sauce has "flavored."
Add the catfish fillets and let them sink into the liquid--do not stir them as they will break apart. Allow to cook until fish is white (about 10 minutes). Season with salt, pepper, and cayenne to taste and serve.