Preheat the oven to 350 degrees Farenheit. Line a baking sheet with parchment paper.
Wash the zucchini and cut in slices approximately 1/2 an inch in thickness. Place the zucchini sticks in a Ziploc bag along with the flour, salt and pepper. Seal the bag and shake well until all sides of the zucchini sticks are lightly coated in flour.
In a bowl whisk together the egg and milk. In another bowl mix together the breadcrumbs, parmesan, herbs and spices.
Working in batches of 2sticks at a time, dip the zucchini in the egg and then dredge in the dry mixture so that all sides are well coated and then place on the baking sheet. Repeat with the remaining zucchini sticks.
Bake the zucchini in the oven for 20 minutes, flipping halfway through to ensure they are evenly crisp and golden.
Stir together all of the ingredient for the dipping sauce and serve alongside the warm zucchini fries.