Preheat grill for medium heat and lightly oil the grate.
Season both sides of each catfish fillet with Greek seasoning. Sprinkle feta cheese and mint over one side of each fillet; drizzle olive oil over the cheese and mint. Beginning with narrower end, roll fish tightly around the filling and secure with a toothpick.
Cook on preheated grill until the fish flakes easily with a fork, 20 to 25 minutes.