Cut mozzarella into sticks or use string cheese, place on a parchment-lined tray, and freeze for at least 1 hour to keep the cheese from leaking while cooking.
Set up three bowls: one with flour, one with eggs whisked with milk, and one with breadcrumbs, panko, and seasonings.
Coat each frozen stick in flour, dip in egg wash, then cover with breadcrumbs. Repeat the egg wash and breadcrumbs for a double coating. Place back on the tray and freeze for 30–60 minutes.
Heat oil to 350°F (175°C) and fry 6–8 sticks at a time for 2–3 minutes until golden and crisp. Drain on paper towels and serve hot with marinara.
For baking, preheat oven to 400°F (200°C), spray sticks with oil, and bake 8–10 minutes, flipping halfway. For air frying, preheat to 390°F (200°C), spray with oil, and cook 6–7 minutes, turning once.