Preheat oven to 425°F. Line a baking sheet with parchment paper.
Cut the two zucchini into 16 sticks. To do this, start by trimming the ends of both zucchini. Next, quarter both zucchini lengthwise so you end up with 8 long pieces. Finally, cut each piece in half crosswise to get 16 shorter triangular-shaped pieces.
Beat the egg in a shallow bowl. You want to use a bowl that will be large enough to dip the zucchini pieces.
Combine the Parmesan and garlic pepper in a second shallow bowl, again ensuring that it’s large enough to dip the zucchini pieces.
Take one zucchini strip and dip the cut sides into the egg. Once the cut sides are coated, dip the zucchini into the Parmesan mixture until well-coated.
Place the zucchini strip on the baking sheet with the skin side down.
Repeat with the remaining zucchini.
Once all the zucchini has been coated and placed on the baking sheet, drizzle with olive oil.
Place the baking sheet in the oven and roast until the zucchini sticks are golden, about 15 to 20 minutes.