It's a legitimate question. Do you think a Black Southern Baptist run caterer can be force to cater a KKK event?
Your original analogy had the black caterer going out into the woods in the middle of the night to a cross burning. In that scenario, the black has legitimate concern for his personal safety, and would be entirely within his rights to refuse.
However, if you are talking about a KKK inbred family reunion on a Saturday afternoon, then the black caterer must provide his services. But those services do not extend beyond what he offers everyone else. So there will be no creating a cake with a lynched negro on it. Just the usual fare.