Heat the oven to 425 and line a baking sheet with aluminum foil.
Combine the egg and water together in a shallow dish, and beat lightly with a fork.
Now add the flour, cheese, and spices to a plastic bag.
Cut the zucchini it in about 3 inch pieces of your favorite shape, I enjoyed cutting them diagonally because it makes them look fancy.
Now for the breading process: Roll the zucchini in the egg mixture then add the zucchini to the resealable bag and shake to coat them evenly. Then place the coated fry on the pan.
Repeat until all zucchini slices are covered. You can also add a bit of extra cheese on the top for extra brownness.
Bake for about 20 minutes, or until the coating is golden brown and crisp.