In a small bowl, soak the okra in the beaten egg for 5 to 10 minutes. In a medium mixing bowl, whisk together the cornmeal, flour, sugar, cayenne pepper, salt, and black pepper. Set aside.
While the okra slices are soaking, prepare the Buffalo sauce. In a small saucepan, combine the hot sauce, butter, vinegar, Worcestershire sauce, & cayenne pepper. Heat over medium heat stirring often until the butter has melted. Whisk until smooth. Season with salt to taste, & then set aside.
Heat the oil in a large skillet over medium-high heat. (I fried the okra in a 12-inch cast iron skillet & used about 1 cup of oil.) Dredge the okra slices in the cornmeal mixture, coating evenly. Carefully place the okra in hot oil; stir continuously. Reduce heat to medium when okra first starts to brown, and cook until golden. Drain on paper towels. Then immediately toss the fried okra in the Buffalo sauce.
Serve immediately with celery, blue cheese, & Ranch dressing, if desired.