Fried Catfish Sandwiches with Bacon, Lettuce, and Tomato

In a bowl stir together the mayonnaise, the relish, the capers, the mustard, the lemon juice, the cayenne, the cocktail sauce, and salt and pepper to taste and chill the sauce, covered. Have ready in separate shallow dishes the flour, the eggs beaten with the salt and the cayenne, and the cornmeal. Dredge each catfish fillet half in the flour, shaking off the excess, dip it in the egg mixture, letting the excess drip off, and dredge it in the cornmeal. Transfer the fish as it is coated to a wax paper-lined baking sheet. In a kettle heat 1 inch of the oil to 375 °F. on a deep-fat thermometer, in it fry the fish in batches for 2 to 4 minutes on each side, or until it is cooked through and the coating is crisp, and transfer it with a slotted spatula to paper towels to drain. On the bottom halves of the rolls layer the lettuce, the tomatoes, the bacon, the fish, the sauce, and the top halves of the rolls.