fried pickled okra?
Never tried it, but some folks like deep fried cucumber pickles, so why not. One thing I would worry about is all the extra water in pickled okra. I think I would dry them as best I could, dredge in flour, then egg wash, then in flour or flour+bread crumbs, and fry them whole.
The possiblity of discovering a new taste sensation should be worth a pan of grease. Let us know if it works out.