Preheat the oven to 400°F (200°C or gas mark 6) and have two 8-ounce (228-g) ramekins or one 16-ounce (455-g) ramekin nearby.
Trim the tops off the okra and slice them in half lengthwise and then again in half widthwise. Set them aside.
In a medium sauté pan over medium-high heat, heat the olive oil. Add the diced shallot, cooking until it softens a bit, about 3 minutes, stirring often. Add the crushed red pepper flakes, the quartered okra and salt and pepper to taste. Cook, stirring often, for another 3 to 4 minutes, or until the okra begins to soften slightly. Remove from the heat and set aside.
In a large bowl, combine the cream cheese, yogurt, mayonnaise (if using), hot sauce, ½ cup (60 g) of the smoked Gouda, mozzarella and more salt and pepper to taste. Fold in the cooked okra and shallots, and then transfer the mixture to the ramekins.
Sprinkle the tops with the remaining ¼ cup (30 g) of Gouda and paprika and bake for 10 to 12 minutes, or until the cheese melts and the top gets a little crusty. Makes 2 cups.