1. Preheat grill to medium-high heat.
2. Combine first 4 ingredients in a small bowl. Place half of serrano mixture and shrimp in a bowl; toss to coat. Place remaining serrano mixture and okra in a bowl; toss to coat.
3. Thread shrimp onto 4 (8-inch) skewers. Thread okra onto 4 (8-inch) skewers. Place skewers on grill rack coated with cooking spray. Grill okra 3 minutes on each side or until well-marked and crisp-tender; sprinkle with salt. Grill shrimp 3 minutes on each side or until done; sprinkle with cilantro.