Place saute pan on medium high heat and add cooking oil. Dip catfish fillets in egg wash and then into white flour. Saute in hot oil until nicely browned (3-5 min.) Reserve fillets to warm pan for holding. Saute pecans in remaining oil for about 1 minute. Deglaze pan with Frangelico liquor. Add white wine and lemon. Bring to a boil. Add cream and return to a boil, reduce this by half, season to taste with salt and cayenne pepper. Add butter and swirl pan slowly over burner until all butter is incorporated. Do not boil after adding butter. Place 1 catfish fillet on each of four plates and spoon 1/4 of sauce over each fillet.