In a medium skillet, two tablespoons of melt butter over medium heat. Add the celery and onion and sauté for 10 minutes until the vegetables are tender. Remove from heat and set aside to cook slightly.
Combine the cornbread with torn bread in a medium mixing bowl. Pour in chicken broth. Using a potato masher, begin mashing the bread mixture – adding additional broth as needed – until the mixture is slightly soupy.
Mix in the egg, diced shrimp and cooked vegetables. Stir until all ingredients are well combined. Season with salt and pepper.
Lay the catfish fillets, dark side up, on a flat work area. Season each with salt and pepper. Carefully spoon about three tablespoons of the cornbread stuffing down the center of each fillet, stopping about one inch from either end.
Starting at the thicker end of the fillet, gently roll the fillets up. Secure the tapered end with a toothpick. Season the outside of the fillets with salt and pepper.
Melt the remaining two tablespoons of butter. Add ¼ cup of panko breadcrumbs and stir until the breadcrumbs are coated with the butter.
Stir in ¼ cup of grated Parmesan cheese until combined. Spread the breadcrumb/cheese mixture into a pie plate or similar flat dish. Dredge the top of each catfish roll in the breadcrumb/cheese mixture.
Place the fillets in a greased casserole dish. Bake at 350 degrees F for 25 minutes until the fish is opaque and the breadcrumb topping is golden brown.
Garnish with fresh parsley and a drizzle of fresh lemon juice if desired.