No. No need to do so. I will soak (marinade) whole trout but there's no reason to soak filleted fish. Just give them a bath in whatever you like and cook.
Larger river cats in buttermilk. Works for some others if you dont get off all the red meat. Lemon juice and salt water can tame down stronger fish too. "Strong" dont bother me much...Just use more hot sauce and tartar sauce.