Pick up tuna rolls at large supermarkets near the seafood department. Most varieties will come with wasabi, fresh pickled ginger, and soy sauce packets in the container so there is no need to pick up any extra.
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.