Position a rack about 4-inches from the grill element and preheat the grill.
Line a rimmed baking sheet with aluminum foil. Drizzle 1 tablespoon of the olive oil on the pan, spread the onion slices in one layer and drizzle with another tablespoon olive oil and season lightly with salt, and pepper. Season the catfish fillets on both sides with the Essence, 1/2 teaspoon salt, 1/4 teaspoon pepper, and thyme. Place the fillets on top of the onion slices. Squeeze the lemon juice over the fillets and drizzle with the remaining tablespoon of olive oil.
Place the baking sheet under the broiler and cook the catfish for 6 minutes. Then rotate the baking sheet front to back, and continue cooking until the fish flakes easily when pressed with your fingers at the thickest part, about 4 minutes longer.
Remove the fillets from the oven and serve immediately, sprinkled with the fresh parsley, if using, and garnished with lemon wedges, if desired.