In a medium saucepan, bring the chicken stock to a boil.
Slowly add the quick grits while whisking continuously.
Cook over medium heat for 4 to 5 minutes, until the grits thicken.
Stir in the salt, pepper, butter, Gouda, Parmesan, and heavy cream. Turn the heat to low and keep warm until ready to serve.
Preheat the air fryer to 400°F. Rinse the catfish and pat it dry with a paper towel.
Add the seasoned fish fry coating to a shallow bowl and dip each piece of fish until completely coated.
Spread the nuggets on a baking sheet and spray with non-stick cooking spray. Place them in an even layer in the air fryer basket, sprayed side down.
Air fry for 8 minutes. Flip the nuggets and cook for 4 more minutes.
Pour the grits into shooter glasses. Slide a catfish nugget onto a mini skewer, set it on top, and serve.