Cut zucchini into long sticks, about 3 inches long.
Microwave zucchini for about 3 minutes. Pat zucchini sticks dry with a paper towel.
Mix eggs and water together in a small bowl. Mix cheese, cereal and herbs together in another small bowl.
Dip zucchini sticks first into the egg mixture and then into the cereal mixture.
Arrange zucchini in rows on a metal baking sheet that has been sprayed with cooking spray. Broil zucchini sticks for about 12 to 15 minutes, turning once while cooking.
Refrigerate leftovers within 2 hours