Combine chili sauce, ketchup, 2 tablespoons of the lemon juice and hot sauce in small bowl; set aside.
Preheat grill to medium-high. Drizzle remaining 2 tablespoons lemon juice over catfish and sprinkle with lemon pepper and salt. Grill, covered with grill lid, on grill rack coated with nonstick cooking spray, 5 to 7 minutes on each side or until fish flakes with a fork.
Arrange catfish, bacon, lettuce, tomatoes and onion, if desired, evenly on bottom halves of bread. Spread top halves with reserved sauce and serve immediately.
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