Preheat the oven to 425°F. Line a large baking sheet with parchment paper and coat with cooking spray; set aside.
In a small bowl, combine breadcrumbs, Italian seasoning, salt, and pepper; set aside.
Peel and cut zucchini into 3 inch long sticks.
Working in batches, coat zucchini in gluten-free flour, next in the dairy-free milk, then in the breadcrumb mixture; gently pressing to coat.
Place zucchini evenly onto a prepared baking sheet, and spray tops and sides with cooking oil spray. Bake in the preheated oven until golden brown and crisp, about 20-25 minutes.
For the cashew dipping sauce, blend all the ingredients for the dip in a small food processor or blender. Serve the dip with the zucchini fries while hot. Best if served immediately.