Place pecans in an even layer in a shallow pan. Bake at 350° for 10 minutes or until lightly toasted, stirring occasionally.
Process pecans, baking mix, salt and pepper in a food processor until pecans are finely ground. Place pecan mixture in a large bowl. Add okra, tossing to coat. Gently press pecan mixture into okra.
Pour oil to a depth of 2 inches into a Dutch oven or cast-iron skillet; heat to 350°. Fry okra, in batches, turning once, 5 to 6 minutes or until golden; drain on paper towels.