HEAT oil in sauté pan over medium heat. When oil is hot, add zucchini, onion and garlic. Cook 5 minutes or until onions are translucent. Remove from heat. Stir in olives, tomatoes, basil and capers.
LIGHTLY brush catfish fillets with olive oil; season with salt and pepper. Place fillets into lightly oiled baking dish. Spoon equal amounts of vegetable mixture on top of each fillet. Bake 15 minutes or until fish flakes easily. Serve with crumbled feta cheese if desired.