Preheat the oven to 450 degrees . On a rimmed baking sheet, toss the sweet potato wedges with 2 tablespoons EVOO, 1 1/2 teaspoons salt and 1/2 teaspoon pepper. Arrange in a single layer and roast, turning once halfway through, until soft and lightly browned, about 20 minutes.
Meanwhile, in a large bowl, stir together the yogurt, vinegar, 1 tablespoon EVOO, 1 teaspoon mustard, 1/2 teaspoon salt and 1/4 teaspoon pepper. Stir in the coleslaw mix and scallions. Let stand, stirring occasionally, until ready to serve.
In a large nonstick skillet, heat the remaining 1 tablespoon EVOO over medium-high heat. Season the catfish with salt and pepper, add to the pan and cook, turning once, until golden, 6 to 8 minutes. Drain on paper towels.
On a baking sheet, arrange the bread cut side down and toast in the oven for 2 to 3 minutes. Spread the remaining 2 tablespoons mustard on the cut sides of the bread. Assemble the sandwiches with the fish and coleslaw. Serve with the sweet potato wedges and some vinegar for dipping.