Preheat oven to 450°.
Wash okra; trim ends, and cut into 1/2-inch pieces. Combine cornmeal, salt, and pepper in a medium bowl; stir well, and set aside.
Combine buttermilk and egg in a large bowl; stir in okra. Let stand 10 minutes.
Remove okra with a slotted spoon; discard remaining buttermilk mixture. Combine okra and cornmeal mixture, tossing to coat okra well. Place okra on a baking sheet coated with cooking spray. Bake at 450° for 40 minutes or until crisp, stirring occasionally.