Preheat your oven to 220°C (430°F). Line a baking sheet with parchment paper and set aside.
Wash the zucchini and slice into 1/2-inch thick sticks, aiming for even thickness to ensure uniform baking.
In a mixing bowl, whisk the egg with a pinch of salt until well combined and slightly frothy.
In a shallow dish, combine panko breadcrumbs, grated Parmesan, paprika, salt, and pepper, mixing well to distribute the spices evenly.
Dip each zucchini stick into the egg wash, allowing excess to drip off, then coat thoroughly in the breadcrumb mixture, pressing lightly to help the coating adhere.
Arrange the coated zucchini sticks on the prepared baking sheet, leaving space between each to promote even crisping.
Lightly brush or spray the tops of the zucchini fries with olive oil for a golden, crispy finish.
Bake in the preheated oven for 20–25 minutes, flipping them halfway through, until the edges are golden brown and crispy, and the zucchini feels tender yet firm.
Remove the fries from the oven and let them rest for a couple of minutes—this helps them set and become even crispier.
Serve immediately with your favorite dip, and enjoy the crunchy, golden zucchini fries while hot!