Toss tomatoes and okra with oil. Place okra in a grill wok or basket.
Grill okra, covered with grill lid, over medium heat (300° to 350°) 3 minutes, stirring or turning occasionally. Place tomatoes on grill rack beside wok; grill okra and tomatoes 5 to 7 minutes, turning tomatoes and okra occasionally.
Peel tomatoes, and cut into large chunks; toss gently with okra, salt, and ground pepper. Arrange on a platter, and serve immediately.