Beat first 3 ingredients at high speed with an electric mixer until creamy. Spoon cream cheese mixture into a 1-qt. heavy-duty zip-top plastic bag (do not seal). Snip 1 corner of bag to make a small hole. Pipe cream cheese mixture onto 1 cut side of each tuna roll. Top cream cheese mixture evenly with pickled vegetables and okra. Serve immediately, or cover and chill up to 4 hours. Serve with soy sauce and pickled ginger.