Preheat oven to 475 degrees.
Line a rimmed baking sheet with aluminum foil and spray the foil generously with cooking spray. Set aside.
Spray the inside of a gallon-sized food storage bag with cooking spray. Add the okra, a half-teaspoon of salt, and then pepper. Close the bag and shake to blend well. Let the okra rest for 10 minutes to extract juice from the okra.
Add the cornmeal to the bag and shake vigorously to coat the okra. Let the bag sit for 10 minutes, then, shake it up again.
Using a wide mesh strainer or colander over a large bowl, remove the okra in batches, and shake off excess cornmeal into the bowl. Discard the leftover cornmeal.
Place the coated okra on the sheet pan and continue the process until all the okra is on the pan and the pieces are not touching each other. Spray the okra well with cooking spray.
Bake for 20 minutes. Remove the pan from the oven and stir the okra, trying to turn over as many pieces as possible. Lightly spray them again. Return to the oven for another 20 minutes. Serve immediately.