TO MAKE THE RUB: In a large bowl, combine all of the rub ingredients and mix well. This seasoning can be made in advance and stored in an airtight container.
TO PREPARE THE FISH: Slice the oranges into 12 slices and set aside.
Adjust the oven rack to the top position and preheat the oven to 400°F.
Carefully rinse the fish and pat dry with a clean kitchen towel or paper towel. Place the fish on a large sheet pan and liberally sprinkle both sides with the rub. Drizzle with the oil, then place the orange slices on top of the catfish fillets.
Place the sheet pan on the top rack and roast until the catfish is moist and gently flakes, about 8 minutes. (If using a thicker variety of fish such as salmon, the cooking time will be about 12 minutes.)