This snack is a cheese-lovers dream come true Unpeeled zucchini fingers are coated excitingly with cheese and breadcrumbs, and baked in an oven till it acquires a uniquely cheesy crispness It is basically the kind of snack that is both crisp and chewy, an amazing texture that everybody loves. To make these cheesy baked zucchini fries, we have suggested parmesan cheese powder, but you can also use freshly grated parmesan cheese. Serve this as an appetizer or evening snack, with chipotle sauce.