DO AHEAD: Unwrap the cheese. Place an egg into a medium sized shallow bowl and scramble with a fork. Place the Parmesan cheese and spices in a separate medium sized shallow bowl. Dip the unwrapped cheese sticks into the egg just enough to wet the cheese stick. Then dip into the Parmesan spice mixture and coat the cheese stick well (re-dip in both if need a thicker coating). Place coated cheese sticks in a bowl, cover and freeze for 2 hours or until ready to fry. NOTE: If the cheese sticks are not frozen you will get a gooey mess instead of formed cheese sticks.
Heat oil in a deep fryer or a deep saute pan to medium-high heat.
Place each frozen coated cheese sticks into the hot oil, turning frequently, until the outsides become slightly crisp and the cheese becomes gooey. This will only take a minute or two.
Remove to a platter, cool slightly, and enjoy with sugar free red sauce!
