Preheat oven to 425. Line jelly roll pan with parchment paper.
Cut zucchini in half and then cut each half into long strips. You should end with at least 16 slices (if zucchini is extra thick you may have more slices).
Add egg to one small bowl and whisk. Add cheese and spices to a second bowl and mix.
Individually dip each zucchini slice into the egg and then into the cheese mixture to coat. Place on pan and repeat until all zucchini are covered.
Bake 15 minutes, remove pan and turn slices over and continue baking for 10-12 more minutes.