Preheat oven to 375°. Set a baking rack over a large sheet pan and set aside.
Slice the zucchini in half lengthwise and in half again lengthwise so that you have 4 spears.
In a shallow bowl, beat the egg whites with a whisk until light and foamy. In another shallow bowl, mix together the cornmeal, salt, pepper and cayenne until well blended.
Dip the zucchini spears one at a time into the egg white mixture to coat, then transfer spears to the cornmeal mixture and coat with cornmeal. Place on the baking rack. Continue with the remainder of the zucchini.
Bake for 30 minutes, then carefully roll the zucchini over and continue baking for an additional 15 minutes. Transfer zucchini to a serving platter and serve with red pepper aioli for dipping.
Notes
Best enjoyed hot from the oven. If you have leftovers reheat them in a 350° oven for 8-10 minutes.