Heat the oven to 425°F. Set a wire rack on a rimmed baking sheet and lightly brush it with some of the olive oil.
Cut the zucchini into 3-inch spears about 1/2 inch thick. Pat them very dry with paper towels.
Set up three shallow bowls: flour in the first, beaten egg in the second, and the panko, Parmesan, garlic powder, paprika and salt mixed in the third.
Coat each spear in flour, dip it in the egg, then press it firmly into the panko mixture. Place the spears on the rack in a single layer without touching.
Brush the tops with the remaining olive oil.
Bake for 18-22 minutes, turning once at 12 minutes, until golden and crisp.
Stir the Greek yogurt, lemon juice and chives with a pinch of salt. Serve the fries hot with the dip.
