Place a rimmed baking sheet in the oven. Preheat the oven to 450°.Combine the cornmeal and cayenne pepper in a shallow dish. Season heartily with salt and pepper.Whisk together the buttermilk and egg in a large bowl. Add the okra and season with salt and pepper. Stir to combine and set aside to marinate, about 3 minutes.Using a slotted spoon, remove the okra from the buttermilk and add it to the cornmeal mixture. Dredge the okra in the cornmeal mixture. Remove the baking sheet from the oven and spray it with cooking spray.Place the okra on the heated pan and lightly coat it with additional cooking spray. Bake for 25 minutes, stirring once. Stir and spray again. Cook an additional 10–12 minutes. Remove from the oven and season with salt and pepper. Serve immediately.Editor’s Note: For more about okra, check out our August/September issue, which includes Chai Pani Okra Fries and more.