Preheat oven to 350 degrees. Boil okra in 6 cups of generously salted water until tender, about 2-3 minutes. Drain. When cool enough to handle, roughly chop okra.
To make a roux, melt butter in small saucepan. Add flour and stir until dissolved. Add milk, salt and pepper and cook over low heat for about 5 minutes, stirring often. The mixture will slightly thicken as it cooks.
Toss together okra, tomatoes, 2 tablespoons breadcrumbs and thyme. Transfer to a small baking dish. Pour seasoned milk over top of vegetables; sprinkle with remaining breadcrumbs. Bake for about 45 minutes, or until liquid is golden brown and thick.