The short answer is yes, dogs can eat baked catfish. Catfish is not toxic to dogs. Here is a link to a list of foods that are:
That being said, some dogs cannot tolerate fish in their diet. Some may be allergic and get itchy, some may get an upset stomach. I have one dog who loves catfish and does fine, the other wishes he can have it but the slightest amount will give him diarrhea. Also, what you bake it in (spices, seasonings, garnish, etc) may be toxic and/or aggravate the digestive system as well. Many people do not realize that onion and garlic is on the do not feed list for dogs. If you wish to feed catfish to your dog, do so with caution; only giving a small amount so you know how he/she will react.
In addition, while some people feed fish with bones, it is not recommended by myself or many veterinarians as these too can cause upset stomach and in some cases lodge in your pets throat, stomach or intestine causing significant complications.
Hope this helps