In a small bowl, whisk together the smoked paprika, garlic powder, onion powder, dried oregano, cayenne pepper, sea salt, and black pepper to create the blackening seasoning.
Pat the catfish fillets completely dry with a paper towel and coat both sides generously with the prepared spice rub, pressing it gently into the flesh.
In a separate small bowl, combine the Greek yogurt, Dijon mustard, lemon juice, and capers to create the zesty remoulade; set aside in the refrigerator.
Heat 1 teaspoon of avocado oil in a large cast-iron skillet over medium-high heat until shimmering.
Add the sliced zucchini to the skillet and sauté for 3-4 minutes until tender-crisp and lightly browned, then remove from the pan and set aside.
Add the remaining 1 teaspoon of avocado oil to the same skillet, ensuring the pan is very hot.
Place the catfish fillets in the skillet and sear for 3-4 minutes per side until the crust is dark and charred and the fish flakes easily with a fork.
Serve the blackened catfish immediately alongside the sautéed zucchini and top with a generous dollop of the chilled remoulade.