Prep the okra. Rinse and dry thoroughly. Slice into rounds and pat dry again. Dry okra equals crispy okra.
Make the wet mix. In a bowl, whisk the egg and heavy cream until smooth.
Make the coating. In another bowl, combine almond flour, Parmesan, smoked paprika, garlic powder, onion powder, cayenne (if using), salt, and black pepper. Stir well to distribute the spices evenly.
Toss and coat. Add the okra to the egg mixture and toss to coat.
Shake off excess. Transfer to the dry mix and toss until every piece is well covered. Press gently so the coating sticks.
Preheat the air fryer. Set to 400°F (200°C) for 3 minutes.
A hot basket prevents sticking and helps browning.
Arrange the okra. Lightly spray the air fryer basket. Spread the okra in a single layer, leaving space between pieces. Work in batches if needed.
Spray the tops. Give the coated okra a light oil spray. This helps with crisping and color.
Air fry. Cook at 400°F (200°C) for 8–10 minutes.
Shake the basket halfway through and spray again if any dry spots remain. They’re done when golden and crisp.
Season and serve. While hot, sprinkle with a pinch of salt. Serve with lemon wedges, ranch, or spicy mayo.