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1
Whisk together shallot, vinegar, mustard, sugar, 1 tsp salt, and 3/4 tsp pepper. Add 1/2 cup oil in a slow stream, whisking until emulsified.
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2
Toss steak with 1/2 tsp salt, then marinate in a sealed bag with 6 Tbsp vinaigrette, chilled, turning bag occasionally, at least 2 hours. Chill remaining vinaigrette.
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3
Prepare grill for direct-heat cooking over medium-hot charcoal (medium-high heat for gas).
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4
Meanwhile, toss tomatoes and okra with remaining 3 Tbsp oil and 1/4 tsp salt. Thread tomatoes onto 3 or 4 skewers. Thread okra crosswise onto pairs of parallel skewers, leaving small spaces between pieces. Put on a tray.
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5
Thread steak onto remaining skewers, leaving small spaces between pieces (discard marinade). Put on another tray.
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6
Oil grill rack, then grill steak skewers, covered only if using a gas grill, turning once, about 5 minutes total for medium-rare (about 8 minutes if using steak tips). Transfer to a platter. Drizzle with some of remaining vinaigrette while hot and let stand 5 minutes.
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7
Grill tomato and okra skewers, covered only if using a gas grill, turning occasionally, until tomatoes just begin to wilt and okra is tender, 8 to 10 minutes total. Transfer to platter with steak and serve with any remaining reserved vinaigrette.
