Mix together the ingredients for the filling in a bowl and keep aside. It will be somewhat crumbly and a little moist in texture.
Start by washing the okra well. Pat them dry. Then trim the tops off the okra and them, using a short and sharp knife, make one slit lengthwise from the top towards the pointed tip just short of it. Make sure the tip is not cut through and that you do not cut through to the other side. You should be able to open up each okra, stuff it and close it.
Fill each slit okra with a little filling, press it to close it a bit and keep aside. Be reasonably generous with the filling but not so generous that the okra break. If you have any filling left over, keep it aside.
Heat the oil in a large pan or wok. Add the mustard seeds and when they splutter turn down the heat and add the asafoetida. Stir a couple of times but do not let it burn. Place the filled okra in the pan or wok and turn down the heat a bit. Let them cook for about 5 to 10 minutes. Gently turn over the okra one by one, and let them cook for another 5 minutes or so. Sprinkle the left over filling if any, cover the pan and let this cook for another 5 minutes. Remove the cover, and turn the okra over gently. Let them cook for 5 minutes more uncovered or till done.
Transfer to a serving dish and serve hot on the side with rice or chappathis.