Mornin'..
Yep, you can grill it. I even baste it with my favorite "catch all" baste, olive oil with a bit of garlic in it. And S & P if you like. I use that on nearly any veggie I grill...or pan fry/stir fry. And no, it is not slimy.
The majority of slimy okra usually will be found in stewed okra OR if you cook okra in a pan like I do above then it is best to not put a lid on it otherwise it traps the moisture/steam inside.
Colorado...if I ever get to drive out west I'll definitely include that State. I'd really like to just drive for a couple months one day and see them all!
Happy Labor Day weekend to all!
shoe