For cheese sauce, in a saucepan cook green onion in margarine or butter until tender. Stir in chopped tomato and jalapeno pepper. Bring to boiling, stirring constantly. Gradually add cheese to saucepan, stirring until melted. Keep warm.
Wash okra and cut off stems; set aside. In a plastic bag combine flour, cornmeal, red pepper, and salt. In a small mixing bowl combine egg and milk. Toss okra in egg mixture. Add one-fourth of the okra to the plastic bag, closing bag and shaking to coat okra well. Repeat with remaining okra.
Fry okra, a few at a time, in deep, hot fat (375 degree F.) for 3 to 4 minutes or until golden, turning once. Remove from oil; drain on paper towels. Serve warm with cheese sauce. Makes 8 to 10 servings.