Preheat oven to 425° F. Cut ends off zucchinis, cut in half crosswise, then cut each piece into fry-shaped spears.
In a shallow dish, combine panko, parmesan, salt and pepper. In a separate dish, whisk egg. Dip zucchini fries into egg, and then dredge in panko mixture.
Place zucchini fries onto a baking sheet fit with a wire rack.
Place fries in oven and bake until zucchini is soft and panko is brown and crispy, about 20 minutes, flipping fries halfway through.