Preheat oven to 350 degrees. Place parchment paper on a baking sheet and set aside.
Slice avocadoes in half, then in about 5-6 thick slices in each halve (about 20-24 slices total).
Place pretzels in a food processor and blend until a fine crumb. Place in a shallow bowl and mix with parmesan cheese, salt and pepper.
Beat egg with a splash of warm water in a separate shallow bowl.
Dip avocado slice first in pretzel crumbs, then in egg, then drench again in pretzel-parm mixture. Place on baking sheet lined with parchment paper. Repeat with remaining slices. Spray cooking spray overtop fries.
Bake for 25 minutes, flipping the fries at half time (12 minutes).