Preheat the oven to 425°F. Line a baking sheet with foil and spray with nonstick cooking spray.
Slice the zucchini into strips, about 3-inches long and ½ inch wide. In a large bowl, add the zucchini strips, the egg, and the olive oil and toss to coat the zucchini well.
In a separate shallow bowl, combine the Parmesan cheese, garlic powder, paprika, sea salt, and black pepper.
One zucchini strip at a time, shake off the excess egg mixture, and dip the zucchini strip into the Parmesan mixture, coating it completely.
Arrange the zucchini strips on the prepared baking sheet in a single layer. Bake for 10 minutes. Remove from the oven, gently flip the fries and bake for 10 minutes, until golden and crisp on the outside and tender on the inside.
Sprinkle the zucchini fries with the cheddar cheese and crumbled bacon. Return to the oven and cook for 2 to 3 minutes, until the cheese has melted.
Remove from the oven and sprinkle with jalapeño slices. Serve immediately, garnished with the green onions, if desired.