In a small bowl, whisk together the egg and 1 teaspoon of water, set aside.
Rinse the okra and cut off the tops and bottoms. Slice into pieces around 1/4 inch thick. Toss the okra in the flour. Then dip each piece in the egg mixture, then in the bread crumbs.
Air fry at 356°F for 6 minutes. Depending on the size of your air frier you will likely need to do this in two batches.
Toss the breaded okra in the oil (melting the coconut oil to a liquid if needed). Then air fry for an additional 2-3 minutes.
Notes
You can swap the flour and bread crumbs for a gluten-free version if desired.