Adjust oven rack to the middle position and preheat the baking sheet in the oven set at 400°F.
In a large bowl, toss the okra with melted bacon fat (or avocado oil) and salt. Once the oven is hot, spread the okra over the heated baking sheet and loosely cover with a sheet of foil.
Roast for 12 minutes, then remove the foil and toss the okra. Continue to roast the okra uncovered for another 15–20 minutes, tossing once or twice, until the okra begins to brown and crisp.
Serve the okra immediately with Spicy Mayo for dipping.