I must give credit to Grandma. We ate it at her house first and then I tried it at home. Here's the recipe:
Cut up okra and steam in microwave for ...oh, several minutes. Until it's cooked, but still firm. Toss with cornmeal and seasonings until each okra piece is coated. Like you would before putting in to the frying pan. Then spread on a baking sheet and put in the oven for 425 degrees. Then after it is crispy (may 20 minutes or so?) broil it until the breading is nice and brown. Really, no one will know it's not fried.