In a deep-fryer or heavy-bottomed pot, heat enough oil to come halfway up the sides of the pot, to 350 degrees F.
Cut the catfish into fingers. Set aside.
Finely grind the pecans into crumbs in a food processor. Cook's Note: Do not over process the nuts or they will become too oily, like a nut butter, and unsuitable to use as a breading. Add the pecan crumbs to a casserole dish.
Measure the buttermilk in a 1-cup liquid measure. Add the egg and beat well together. Pour into an 8 by 8-inch casserole dish.
Add the panko, garlic powder, cayenne, salt and pepper, to taste, to the pecan crumbs in the casserole dish. Whisk together to combine.
Set up an assembly line. Dredge catfish through the buttermilk mixture, then through the pecan mixture. You may need to press the pecans into the catfish to adhere.
Add the catfish fingers to the hot oil and cook until golden brown and crisp, about 2 minutes. Remove to a paper towel lined sheet tray to drain.
Spread some Honey Mustard Sauce on inside of the toasted rolls. Add sliced tomatoes, lettuce and the catfish fingers. Serve and enjoy warm.