From our friend Jan at http://www.janssushibar.com/!
Mix the almond flour with the salt, pepper and cayenne in a shallow dish, such as a pie plate. In a small bowl, whisk the egg together with the water. Set aside.
Melt the tallow or cooking fat in a heavy skillet over medium-high heat to a temperature of 350 F.
Toss half the sliced okra in the egg wash and remove using a slotted spoon, allowing the excess to run off. Add the okra to the seasoned almond flour and lightly toss until well coated.
Fry the coated okra until golden brown, about 3 to 4 minutes, turning once about halfway through. Remove the okra from the fat with a spatula or slotted spoon, transferring to a paper towel lined plate to drain.
Repeat with the remaining okra. Season to taste with salt and pepper and serve immediately.