In a pie plate or paper lunch bag, mix together flour, salt and pepper.
In a small bowl, whisk together egg and milk.
Working in several batches, place okra in egg mixture and coat well.
Transfer to pie plate or paper bag and coat with flour.
Pour about 1 inch Vegetable oil in a large cast iron skillet or Dutch oven. Heat oil until about 375 degrees.
Place a single layer of okra in the oil. Cook until golden brown on bottom and use a spoon to flip over. Try to flip over a few at a time or it will take a long time to work your way through all of them and a few pieces may burn by the time you get to them.
Once golden brown on both sides, use a slotted spoon to remove okra to a plate lined with paper towels. Sprinkle okra with some salt as soon as you remove it from the oil.
Add more oil to the pan and fry remaining okra. Serve warm.