Baking and grilling are safe, easy ways to cook frozen swai without first thawing the fillets. These methods heat food fast enough to keep it out of the bacterial "danger zone," between 40 and 140 degrees Fahrenheit, for an unsafe period. You run the risk that your swai -- a catfish with a mildly sweet flavor -- will cook a little unevenly, as the outside defrosts and starts cooking before the inner flesh, but adjusting cooking temperatures helps. Cooking times are extended by about 50 percent for frozen fish. Also, seasonings won't stay on the frozen surface, so partially cook the swai fillets before flavoring them.
Preheat the oven to 325 F or the grill to medium heat. While higher heat is typical for fish, more gentle heating helps thaw and cook frozen fillets in a more uniform, even manner. Cover a baking tray with greased foil or scrape and grease the grill.
Place the swai on the baking tray and into the middle of the oven or onto the grill with the presentation side face-down. Take the fillets out of the oven after 12 minutes or flip them and take them off the grill after 8 minutes to season them.
Salt and pepper the catfish to taste. Add other flavoring agents to taste, such as: minced garlic and rosemary, lemon or lime juice and zest with dill, soy sauce and minced ginger or blackening seasoning.
Return the catfish to the oven or grill, ensuring it's going back on the grill with the second side face-down. Continue baking it for about another 12 minutes or grilling it for about another 8 minutes, just until the fish's flesh is all white and flaky through the fillet's thickest point.