Is it out of season? I was going to grill some Friday and it was not to be found at the grocery.
Ah! Glad you liked it! Sorry about the shrimp. What happened?
carnivorousplant - I’m surprised. I can usually find it throughout the summer, and it should be coming in almost continuously.
Has anyone thought about the dip idea? I confess myself intrigued.
Something with sour cream or the Mediterranean yogurt/cucumber thing.
I’d just go for cooked and dripping in sesame seed oil and garlic.
I did a few days ago as an accompaniment to some pit beef, and it was very good indeed. It had never occurred to me to grill okra before, and this will become part of my vegetable grilling rotation. Which is good, as I’m getting a little tired of my old standbys: zucchini, eggplant, and red peppers. And corn, of course (grilled naked for maximum flavor and char, none of this in-the-husk stuff.)
Oh, fie, Sir, fie!
That’s how you know it is ready, when the husk burns off.
Oh, fie!
Gumbo File’ YYYYYYYEAAAHHHWWW.
Just rousing a little rabble. 
In-husk is fine, as long as you do it so you let the char get through. What really is unacceptable is foiled corn thrown on the grill.
Mmmm. I usually roast or grill mine after marinating it for a couple hours in olive oil, soy sauce and ginger. YUMMY!
From Five Spices, Fifty Dishes, by Ruta Kahate:
Mix yogurt with salt and sugar. Make a pile of cayenne and turmeric on the yogurt. Heat black mustard seeds in oil. When the seeds have popped, pour them and the oil over the spices on the yogurt, to cook the spices. Top with your cooked okra.
The recipe is meant for crispy fried okra (and is delicious!), but I bet it would be heavenly with the grilled okra, too.
Belated follow-up: I didn’t get to try it. I can’t find fresh okra in any of the supermarkets around here in Connecticut. I’m still looking, but I’m starting to despair. BBQ is long gone now, but if I find the okra, it’s an excuse to make more.