Preheat the oven to 425°F (220°C). Place a wire rack over a rimmed baking sheet and lightly grease it, or line the baking sheet with parchment paper.
Wash and dry the zucchini. Trim the ends and cut into approximately 1-inch bite-sized pieces.
Sprinkle the zucchini with ½ teaspoon salt and let rest for 10–15 minutes. Pat thoroughly dry with a clean kitchen towel or paper towels.
Place the cornstarch in one shallow bowl. Beat the egg in a second bowl. In a third bowl, combine the panko, Parmesan, garlic powder, oregano, paprika, and black pepper.
Coat each zucchini piece lightly in cornstarch, dip into the beaten egg, and press into the Parmesan-panko mixture until covered on all sides.
Arrange the coated zucchini pieces on the prepared baking rack or tray, leaving space between them. Lightly brush or spray with olive oil.
Bake for 18–22 minutes, turning halfway if baking directly on parchment, until golden and tender.
Meanwhile, blend the Greek yogurt, feta, garlic, lemon juice, olive oil, dill or parsley, and black pepper until creamy. Add water gradually if needed to adjust the consistency.
Transfer the zucchini bites to a serving plate. Garnish with extra Parmesan or parsley if desired and serve warm with the garlic feta dip.