I lived in Africa for a while and they smoke catfish all the time. They smoke them whole, for six hours or so. The skin gets crackly hard, the intestines dry up. They simply break off the head, crack off the skin, the dry intestines fall out and they eat the flaky meat off the bones. Excellent eating.
If you want to be a little more civilized, clean the fish, leave the skin on, rub your seasonings in the belly cavity and smoke for 3-4 hours and until the skin is hard and can be broken off. The meat will be a little drier than fried catfish, but nice and firm. I like mine a bit drier anyway.