Preheat oven to 450ºF.

Trim ends from zucchini; cut in half crosswise, then slice lengthwise, 2 to 3 slices, depending on size. Sprinkle with salt, tossing to coat. Place a baking rack on a dish towel or baking sheet; arrange salted zucchini on rack in a single layer and allow to drain for about 20 minutes.

Rinse zucchini and pat dry.

Place egg in a wide shallow bowl; add milk and whisk to combine. Place breadcrumbs and cheese in another wide shallow bowl; combine. Dip each zucchini piece in egg wash then breadcrumb mixture, pressing to adhere; sprinkle with Cajun or Creole seasoning and place on a baking rack. Place rack on a baking sheet, transfer to the oven, and bake until zucchini is golden brown, about 20 minutes. Serve at once.