In a small bowl, whisk together the Greek yogurt, lemon juice, lemon zest, and minced garlic to create the aioli, then set aside in the refrigerator.
Combine the smoked paprika, garlic powder, onion powder, dried thyme, dried oregano, cayenne pepper, sea salt, and black pepper in a shallow dish.
Pat the catfish fillets completely dry with paper towels and dredge both sides in the spice mixture until thoroughly and evenly coated.
Heat the avocado oil in a cast-iron skillet over medium-high heat until it begins to shimmer.
Carefully place the catfish in the hot skillet and sear for 3-4 minutes per side until a dark crust forms and the fish flakes easily with a fork.
While the fish cooks, steam or lightly sauté the asparagus spears with the olive oil and a pinch of salt until they are vibrant green and crisp-tender.
Plate the blackened catfish alongside the asparagus and top with a generous dollop of the prepared lemon aioli.