Melt butter in a Dutch oven over medium heat; add green onions and next 2 ingredients. Cook, stirring occasionally, 6 to 8 minutes or until peppers are tender. Stir in shrimp and next 2 ingredients; cook, stirring occasionally, 2 minutes. Reduce heat to low; add cream cheese, stirring until cheese is melted.
Remove from heat, and stir in okra and 1/2 cup Parmesan cheese. Spoon mixture into a 2-qt. baking dish, and sprinkle with remaining 2 Tbsp. cheese.
Bake at 400 for 25 to 30 minutes or until bubbly and lightly browned.