Preheat oven to 425°F. Place a cooling rack on a baking sheet and spray or brush it with olive oil.
Prepare your breading station. Place the flour on a plate or shallow dish. Mix the egg with 1 tablespoon water in a second dish. In a third dish, mix the breadcrumbs, Parmesan, Italian seasoning, garlic powder, and salt together until well combined.
Working in batches, dip the zucchini into the flour, shaking off any excess. Then dip into the egg and finally the breadcrumbs, coating all sides well with the mixture. Place the zucchini fries on the prepared baking sheet. Bake in the oven until fries are golden brown and tender, 18-22 minutes. Cool and serve with your favorite dipping sauce like Ranch or marinara.