The user is gone and I removed his access via OKTA. Without having to login via OKTA as another user, how can I see what he had installed on his home Dashboard under a specific role?

You can't unfortunately. At least no way I'm aware of. I'd be interested if you find a way!

Too bad. I user ServiceNow before and they have an "Impersonate user" feature that allows admins to switch that that user account. It is beautiful.

I use that feature in Salesforce sometimes. It is handy for sure. It's a little disappointing NS doesn't have something similar.