Preheat your oven to 400°F (200°C) and line a large baking sheet with parchment paper for easy cleanup.
Dice the bell pepper, zucchini, and red onion into uniform bite-sized pieces and place them in a mixing bowl.
Toss the vegetables with half of the olive oil and a small pinch of the sea salt and black pepper until evenly coated.
Spread the vegetables in a single layer on the prepared baking sheet and roast for 18-20 minutes until tender and slightly charred.
In a small ramekin, whisk together the smoked paprika, garlic powder, onion powder, oregano, thyme, cayenne, and the remaining salt and pepper.
Pat the catfish fillets completely dry with a paper towel and coat both sides generously with the prepared blackened seasoning rub.
Heat the remaining olive oil in a large cast-iron skillet over medium-high heat until it begins to shimmer.
Carefully place the catfish fillets in the hot skillet and sear for 3-4 minutes per side until a dark crust forms and the fish is opaque.
Plate the blackened catfish alongside the roasted vegetables and finish with a fresh squeeze of lemon juice for a zesty brightness.