Preheat oven to 425°F. Coat a large nonstick baking sheet with cooking spray.
In a shallow soup bowl, combine cornmeal, paprika, thyme, salt, celery seeds, onion powder, garlic powder and pepper. Pour milk into another shallow soup bowl.
Dredge fillets first in milk and then in cornmeal mixture, coating both sides and pressing cornmeal mixture gently to adhere. Place coated fillets on baking sheet and lightly spray each with cooking spray.
Bake until cooked through, about 15 minutes. Let stand at room temperature 2 minutes before serving with lemon wedges. Yields 1 fillet per serving.