Oven-roasting at a high temperature brings out the natural flavor of fresh okra and keeps it from developing the slimy texture that many people don't care for.
Salt and freshly ground black pepper
Preheat the oven to 425°F and coat a shallow baking pan with nonstick spray.
Trim the ends from the okra and place it in a large bowl. Drizzle with olive oil and season with salt and pepper.
Toss to coat, then spread the okra in a single layer on the prepared baking sheet.
Roast for 12 to 15 minutes, or until the okra is tender.
Preheat the oven to 400°F and line a shallow baking pan with parchment.
In a shallow dish, whisk together 1 egg with 1 tablespoon milk.
Spread 1 cup of panko crumbs combined with 1 teaspoon salt and a pinch of cayenne on a plate.
Add the okra to the egg mixture a few pieces at a time, then roll them in the crumb mixture.
Arrange on the parchment-lined pan and bake until the crumbs are toasted and the okra is tender, about 15 minutes.