With nonstick cooking spray, lightly spray all over the outside of six lunch-size paper sacks. The bags should be slightly translucent after spraying. Cut six 8-inch lengths of butcher's twine. Set aside.

Adjust the racks in the oven, placing one in the lowest slot and one in the middle position. Preheat the oven to 350°F.

In a small saucepan over low heat, melt the butter with the garlic, salt, oil, lemon zest, and lemon juice.

Place the catfish in a single layer in a dish. Pour the sauce evenly over the fish, and then sprinkle with the pepper. Place one dill sprig and one lemon slice on each fillet. Gently slide one fillet into each paper sack. Gather the mouth of the bag and give it a twist, then tie with twine.

Place three bags on a large rimmed baking sheet and the other three on another baking sheet. Bake for 10 minutes, halfway through reversing the pans. Serve at once, placing an inflated sack on each dinner plate. For maximum effect, slice open the bags at the table.