Preheat oven to 425°.
Cut zucchini into 3-inch sticks. Whisk an egg white in a small bowl, and add milk.
Combine Parmesan and seasoned breadcrumbs in a separate bowl.
Dip zucchini sticks into egg mixture, and then roll in breadcrumb mixture.
Coat a baking sheet with olive oil, and place zucchini on sheet.
Bake for 25–30 minutes or until golden brown.