Quarter zucchini, remove seeds, and cut into 16 fries.
Toss panko with oil; microwave until golden, then stir in Parmesan.
Whisk egg, flour, oregano, salt, and pepper.
Dredge zucchini in egg then panko.
Air‑fry at 400°F until crisp, 10–12 min, shaking halfway.
Whisk yogurt with lemon zest, juice, salt, and pepper.
Serve fries hot with dipping sauce.