Soak catfish in milk for at least an hour.
Preheat oven to 250 degrees.
Heat oil in a deep fryer, enough to cover the fish or whatever your deep fryer suggest, to 350 degrees.
Place hot sauce in shallow dish.
In another shallow dish, combine cornmeal, flour, salt, black pepper, old bay seasoning, and paprika.
Remove catfish from milk and coat in hot sauce. Then coat fish in breading mixture and fry to golden brown, about 4 minutes. Fry 2 fillets at a time.
Place fillets in oven to keep warm. Repeat with remaining pieces.