To grill the marinated fillets, brush them with a little olive oil and place on the grill over the hottest part of the fire. After about 30 seconds, turn the fillets 90 degrees and grill on the same side for 30 seconds longer. Move the fillets to a cooler part of the fire and cook for 2 minutes longer on that side. Turn the fillets over and cook for 3 to 4 minutes on the other side or until fish flakes easily when tested with a fork. Serve the catfish on warm plates topped with pickled red onions and a sprig of cilantro.
Achiote seed is available in Mexican grocery stores.