Preheat your oven to about 425°F (220°C).
Rinse the okra thoroughly under cold water and pat dry with paper towels.
Trim off the stem ends of each okra pod, then slice each okra pod in half. You could leave the okra whole or cut them into ⅓-inch slices.
Combine Creole seasoning, salt, black pepper, cayenne pepper, and paprika in a separate small bowl.
Place the okra in another bowl and drizzle olive oil over it. Gently toss it to ensure that it's evenly coated with oil.
Sprinkle the seasoning mixture over the okra and toss again until each pod is well coated.
Spread the seasoned okra in a single layer on the prepared baking sheet lined with parchment paper. Make sure the pods are not overlapping.
Place the baking sheet in the oven and roast the okra for 15-20 minutes or until it becomes crispy and slightly browned. You may want to check on the okra and toss it halfway through the cooking time to promote even browning.
Once roasted, remove the baking sheet from the oven and let the okra cool for a few minutes before serving.
Add mayonnaise, minced garlic, lemon juice, sugar, salt, and black pepper to a small bowl. Mix well.
Serve the okra with the sauce, and enjoy!