Wash the okra and pat dry with paper towels. Trim the tops and tails. Ignore any sticky, glutinous liquid that appears because this will disappear as the okra cooks.
Cut the chillies in half lengthwise, leaving them attached at the stalk, and scrape out any seeds. Heat the oil in a karhai or deep, heavy-based frying pan, add the mustard seeds and onion and cook until the seeds pop and t