Our two favorite ways to cook okra:

1. marinade them, put in a grill basket and grill (or combine with
other vegetables)

2. Mexican okra casserole

Mexican Okra Casserole
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Take a medium size casserole dish, spray with oil. Layer in this
order: tender okra, chopped onion, chopped bell pepper, small can of
Mexican tomatoes with green chilies, cheddar cheese, layer of okra,
layer of onion, layer of green pepper, can of stewed tomatoes,
Monterey jack grated cheese and pepper.

Preheat oven to 375 degrees(F). Bake for 45 to 60 minutes, or until
the pepper and onion are tender.

I often cut out the repeated layer.