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Preheat the grill.
Coat each catfish fillet with the dry rub. Dip the fish into the oil and place the fillets on a hot grill to establish grill marks. After establishing grill marks and the fillets release from the grill, place the catfish into a smoker. Smoke for 2 minutes using the hickory wood chips. Add water to the chips and steam the fish for another 2 minutes. Remove the catfish from the smoker and serve immediately with homemade tartar sauce.
Tartar Sauce:
1 cup mayonnaise
1/2 cup Dijon mustard
3 tablespoons parsley leaves, chopped
3 tablespoons green onion, chopped
3 tablespoons capers
3 sweet gherkins (recommended: Mt. Olive Sweet Gherkins)
1 tablespoon gherkin juice
3 tablespoons lemon juice
1/8 teaspoon cayenne pepper
Salt
Mix all ingredients together in a small bowl. Season with salt, to taste. Chill, covered, in the refrigerator until ready to serve.