Prepare catfish: Pour peanut oil to a depth of 1½ inches in a large, deep cast-iron skillet; heat to 350°F. Place semolina in a bowl. Place fillets in a shallow dish; add milk. Remove from milk; let excess drip off. Sprinkle with 1½ teaspoons of the salt. Dredge fillets in semolina; shake off excess. Add to hot oil, and fry until golden, 3 to 4 minutes. Drain on paper towels. Sprinkle with remaining 1 teaspoon salt.

Prepare spinach: Heat half of the olive oil in a skillet over medium-high. Add half of the garlic; cook, stirring often, until fragrant, about 1 minute. Stir in half of the spinach and half of the zest; cook, stirring constantly, until spinach wilts, 1 to 2 minutes. Remove from heat; stir in half of the juice. Transfer to a plate. Repeat procedure with remaining oil, garlic, spinach, zest, and juice.

Spoon grits into bowls. Top with catfish fillets and spinach. Garnish with pickled shallots.