Cut zucchini in half lengthwise, then into matchsticks.
Arrange 3 bowls - in the first combine flour and cayenne pepper. In the second, beat egg with 1 tablespoon of water. In the third, combine panko, parmesan cheese, salt, pepper, Italian seasoning, and garlic powder.
Dip zucchini fries into flour, then eggwash, then breadcrumbs to coat, shaking off excess between dips.
Place zucchini fries in a single layer in preheated air fryer (you may need to do two batches). Spray with olive oil or cooking spray, then air fry for 10 minutes or until zucchini is tender and breadcrumbs are crisp and golden brown.
Serve with marinara sauce.
Notes
If desired, place flour mixture in a plastic bag rather than a bowl. Add zucchini sticks all at once, seal, and shake to coat.