What you need
HEAT oven to 450ºF.
TRIM zucchini. Cut crosswise in half, then cut each piece into 1/4-inch matchlike sticks. Add cheese to coating mix in shaker bag; shake gently to combine. Whisk egg in medium bowl. Add zucchini; toss to coat. Use tongs to place 1/4 of the zucchini in shaker bag; close bag and shake to evenly coat. Spread onto baking sheet sprayed with cooking spray. Repeat with remaining zucchini.
BAKE 12 to 13 min. or until golden brown, turning after 7 min. Meanwhile, mix remaining ingredients.
SERVE zucchini sticks as dippers with sauce.
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