Preheat an air fryer to 350 degrees F (175 degrees C) before you begin preparing the zucchini.
Combine panko and Parmesan cheese on a plate. Dip 1 zucchini slice into beaten egg then into panko mixture, pressing to coat. Place zucchini slice on a wire baking rack and repeat with remaining slices. Lightly spray zucchini slices with cooking spray.
Place as many zucchini slices in the air fryer basket as you can without overlapping them.
Cook for 10 minutes. Flip with tongs. Cook for 2 minutes more. Remove from air fryer and repeat with remaining zucchini slices.