1. Grate zest from 2 limes to equal 2 1/2 Tbsp.; squeeze juice from same 2 limes to equal 5 Tbsp. Cut remaining lime into 8 wedges.
2. Toss together okra, next 5 ingredients, lime zest, and lime juice in a bowl. Cover and chill 1 hour.
3. Preheat grill to 350° to 400° (medium-high) heat. Remove okra from marinade, discarding marinade. Grill okra, without grill lid, 10 to 15 minutes or just until tender and lightly charred, turning often. Sprinkle with cilantro; serve with lime wedges.