In a large skillet or sauté pan, heat 1 tablespoon of the oil over medium-high heat. When it shimmers, add the shallot and cook, stirring, until nicely browned, 1 to 2 minutes. Add the okra and salt and shake the pan to distribute the halves evenly in the pan. Cook, pressing down with a spatula so they get maximum hot-surface contact, for 1 minute, then toss, shake them into an even layer again, and cook, pressing, for another 1 minute. Continue doing this until the okra is bright green, tender, and blackened in spots, about 7 minutes total; the shallot will get very dark brown or black—and that’s what you want. Squeeze the lemon wedges over the okra, toss in the squeezed lemon, and serve.