Preheat oven to 425°
In a small bowl, beat egg and seasoning with salt and pepper.
In a food processor or high speed blender, combine the bread and cheese, . Process in quick pulses until the bread has become coarse breadcrumbs, and the nuggets are blended in evenly. Transfer the mixture to a shallow bowl and set aside.
Coat baking sheet with coconut oil or avocado oil and set aside.
Dip zucchini sticks into egg mixture then into bread crumb and cheese mixture, a few at a time and shake to coat. Place the breaded zucchini in a single layer and spray more cooking spray on top.
Place the breaded zucchini in a single layer on the lined baking sheets.
Drizzle the coated zucchini evenly with coconut oil or avocado oil, then bake until golden brown, about 25 minutes.
Bake at 425° for about 20-25 minutes, or until golden brown.
Serve hot, sprinkled with chopped parsley and with a bowl of marinara sauce alongside.