Cut the zucchini in half lengthwise and then into sticks no more than 1/2 inch thick and 4 inches long.
In a bowl whisk together the egg and water and season with salt and pepper.
In a shallow dish combine the panko, bread crumbs, parmesan cheese, cumin, and olive oil. The mixture should have the texture of wet sand and then season with salt and pepper.
Working in small batches, dip the zucchini in the egg and then coat in bread crumbs.
Place in a single layer in the basket of the air fryer and cook at 400 degrees for 15 minutes.
Carefully remove and season with kosher salt.
Repeat with the remaining zucchini fries. Toss all the fires back in the air fryer once cooked to reheat for about 2-3 minutes.
When the fries are reheating, mix together the sauce in a small bowl by whisking together the greek yogurt, sour cream, dill, parley, chives, lemon juice and salt and pepper to taste.