Preheat the grill to high.
Place the salt, paprika, sugar, coriander, black pepper, cayenne, and celery seed in a small bowl and stir to mix.
Rinse the okra under cold running water and blot dry with paper towels. Trim the tips off the stem ends of the okra but do not cut into the pods. Place the okra in a large mixing bowl, add the butter and toss to coat. Add the rub mixture and toss to coat.
When ready to cook, arrange the okra on the hot grate so that they are perpendicular to the bars or you may wish to skewer 4 or 5 pods side by side with bamboo skewers that have been soaked in water to keep any stray okra from falling through the grates and into the fire. Grill the okra until nicely browned, about 2 to 4 minutes per side, turning with tongs as needed. Transfer the grilled okra to a platter or plates and serve immediately.