To prepare marmalade, place onions in a large, heavy saucepan and add chicken stock. Cover and cook over medium heat for 15 minutes. Add thyme leaves and cook, uncovered for about 45 minutes or until onions start to color and liquid is almost evaporated. Add cream and cook until mixture thickens. Add vinegar and cook for 2 minutes. Remove from heat and set aside.

Place catfish fillets on a flat surface. Season with salt and pepper. Spread 1 tablespoon of the onion marmalade over each filet. Starting with the smaller tail end, tightly roll the fillets and secure the end with a toothpick. Arrange rolled fillets in a shallow baking dish several inches apart from each other. Top each roll with 1 tablespoon of marmalade.