Preheat an outdoor grill for medium heat and lightly oil the grate.
Grill the milkfish fillets until the flesh flakes easily with a fork, 2 to 3 minutes per side.
Combine the grilled fillets, tomato, onion, shrimp paste, and water to the pot; bring to a boil for 5 minutes. Season with salt and pepper. Add the long beans and zucchini; stir. Cover the pot and cook over medium heat for 5 minutes. Stir the okra into the mixture and cook another 5 minutes. Serve hot.