Combine the milk, Old Bay, pepper, salt, and onion in an electric skillet, cover, and bring to a simmer.
Add the catfish to the skillet, spooning some of the liquid over the fillets. Reduce heat to low, around 140 to 145ºF, cover the skillet, and poach for 6 to 9 minutes.
Remove the fish to a serving dish with a large slotted spoon and top with some of the poaching liquid.