Make the Cou-Cou: Combine the water, okra, red pepper, salt, and hot sauce in a large saucepan. Bring to a boil and cook, stirring, until very thick. Transfer half of the okra mixture to a bowl.
Add 2 tablespoons of the butter to the okra mixture in the saucepan, and reduce the heat to low. While stirring the mixture with a wooden spoon, sprinkle in the cornmeal a little at a time, and cook until thick. Add the remaining okra mixture and 2 tablespoons butter and stir until smooth. Cover to keep warm.
Make the Flying Fish: Rub the flesh side of the fish with the Bajan seasoning and lime juice, and season with the salt, to taste. Roll each fish up tightly and secure with a toothpick.
Heat the butter in a large skillet with a tight-fitting lid, over medium heat. Add the onion, garlic, celery, and bay leaf and cook, stirring, until soft. Add the catsup, curry, mustard, and sugar and stir. Add the water, stir to combine, and bring to a simmer. Arrange the rolled fish in the skillet and cover with the bell peppers, tomato, herbs, and hot sauce. Cover and simmer until the fish is just cooked through, about 10 minutes. Season with salt, to taste.
Divide the cou-cou among the plates, make a well in each, and spoon the fish and sauce over the top.