Method1) Prep. For the Blackening Rub, combine the smoked paprika, sweet paprika, garlic powder, onion powder, pepper, cayenne, thyme, and oregano in a small bowl and blend well.2) For the fish, season both sides of the catfish fillets with Kosher salt and the blackening seasoning. Slice the lemon in half. Cut each orange into 4 thick slices.3) Fire up. Prepare a grill for indirect cooking by placing a chimney full of pre-heated charcoal briquets on one side of the grill’s charcoal grate in order to create direct and indirect cooking zones. Adjust the grill vents to bring the temperature to about 400°F. Add 2 to 3 chunks of your favorite smoking wood to the charcoal for flavor. On a gas grill, adjust the temperature knobs so that one half of the grill is off and the other half is heated enough to maintain a temperature of approximately 400°F.4) Cook. Place the halved lemon, cut sides down, on the hot side of the grill. Grill the lemon halves until the flesh is lightly charred and softened, approximately 4 to 5 minutes. Remove the charred lemon halves from the grill and set them aside until ready to use for the cream sauce. If you’re using the optional lemon for a garnish, cut it into 1/4-inch slices then grill the slices until they are lightly charred, 2 to 3 minutes per side.5) Lay the orange slices on the hot side of the grill to create two platforms for the fillets. Lay the seasoned catfish fillets on the orange slices and cover the grill. Allow the fish to cook just until it flakes easily with a fork, approximately 15 minutes. Use a large spatula or fish spatula to remove the fish and orange slices simultaneously from the grill. 6) For the Charred Lemon Cream Sauce, combine the cold vegetable broth and cornstarch in a small bowl and whisk until dissolved. Place a small skillet on the hot side of the grill, add the broth mixture, bring the mixture to a boil. Squeeze in the juice from the charred lemon halves, catching any seeds. Then stir in the heavy cream, butter, and salt. Allow the sauce to simmer until it has thickened slightly, approximately 5 minutes. If the sauce begins to boil too rapidly, simply move it to the cooler side of the grill.7) Serve. Pour the charred lemon cream sauce in the center of two plates. Top the sauce with the blackened catfish (without the orange slices) and add a charred lemon slice, if using. If you like, you can also grill a few asparagus spears and lay them over the sauce before adding the catfish fillets. Chives makes a good garnish as well. Serve immediately.