Position rack in upper third of oven and preheat oven to 350 degrees F. Line a baking sheet with foil and spray lightly with cooking spray.
Remove cheese from packaging and set aside. In a small bowl, whisk egg until foamy. In small non-stick skillet, mix Italian seasoning with bread crumbs and place over medium heat. Cook and stir bread crumbs until lightly browned, about 5 minutes.
Dip one piece of string cheese in egg until coated and then into toasted bread crumbs, coating completely. Redip the string cheese in egg and again into the bread crumbs, if desired. Place on baking sheet. Repeat with remaining string cheese and place on baking sheet 1 1/2 inches apart. Spray string cheese lightly with cooking spray.