Preheat oven to 400ªF and line a baking sheet with parchment paper.
Cut the ends off the zucchini, then slice each lengthwise into thirds. The slices should be between ¼- and ½-inch thick.
Whisk egg and milk together in a wide, shallow bowl. On a plate, combine the panko, parmesan, Italian seasoning, salt and pepper. Spread the flour on another plate.
Working one slice at a time, dredge the zucchini in the flour, shaking off any excess. Dip the zucchini in the egg mixture, then press it into the panko mixture, making sure the zucchini is evenly coated and no bare spots remain.
Place the zucchini on the baking sheet and spray with oil. Bake for 30 minutes, flipping the slices halfway through the cooking time. Remove the baking sheet from the oven and turn on the broiler.
Divide the zucchini slices evenly on the bottom halves of the bread. Top with the cheese slices. Put the open sandwiches back on the baking sheets and place the top halves of the bread, cut side up, on the baking sheets with them. Broil until the top halves of the bread are lightly toasted and the cheese has melted, 3-5 minutes.
Remove the baking sheet from the oven and spoon the marinara sauce over the cheese, then scatter the basil leaves over the sauce. Place the top half of the bread on the bottom half and press down gently. Use a serrated knife to cut each half of the baguette into halves to make four sandwiches total and serve.