I think okra is thoroughly disgusting. Sticky and soapy in one. However, hidden in a Cajun dish, it's sort of edible.
Jo, I bet you will be able to find both in the same restaurant. This is the land of overwhelming choice. If not, just do biscuits at breakfast.
Also (knotting up some threads here), do try the beignets: New Orleans' inimitable Berliner. I mean, sweet bread roll. Erm... that is to say, donut.