Preheat your oven to 425°F (220°C). Line a large baking sheet with parchment paper or a silicone baking mat to prevent sticking.
Wash and dry the zucchinis thoroughly. Trim the ends, cut them in half crosswise, and then slice each half into uniform sticks (about 1/2-inch thick). Pat the sticks dry with a paper towel to remove excess moisture.
In a large mixing bowl, whisk together the olive oil, smoked paprika, cayenne pepper, garlic powder, onion powder, salt, and black pepper.
Add the zucchini sticks to the bowl and toss well until every piece is evenly coated with the spicy oil mixture.
Arrange the coated zucchini sticks in a single layer on the prepared baking sheet. Make sure they have some space between them so they roast rather than steam.
Bake for 15-18 minutes, flipping halfway through, until the zucchini is tender and the edges are beautifully browned and slightly crispy. If using Parmesan, sprinkle it over the sticks during the last 3 minutes of baking.
Remove from the oven and let them cool for just a minute before serving hot with your favorite dipping sauce.