Preheat oven to 425°F. Line a baking sheet with parchment paper or aluminum foil lightly greased with cooking spray.
Cut zucchini in half lengthwise and remove the seeds. Slice the zucchini into ½ x ½ x 4 inch pieces.
Combine the bread crumbs, cheese, and salt in a pie plate. Dip the zucchini fries into the melted margarine, then press into bread crumbs. Gently toss between your hands so any bread crumbs that haven't stuck can fall away. Place the breaded zucchini onto the prepared baking sheet.
Bake the zucchini in the preheated oven until the fries are golden and tender, about 15 minutes.