Preheat your oven to 400°F (200°C) and line a large baking sheet with parchment paper for easy cleanup.
Slice the cod fillets into uniform strips, approximately 1 inch wide and 3 inches long, then pat them dry with a paper towel.
Prepare your breading station: whisk the egg in one shallow bowl, and in a second bowl, whisk together the almond flour, garlic powder, onion powder, sea salt, and black pepper.
Dip each fish strip into the egg wash, allowing the excess to drip off, then dredge thoroughly in the almond flour mixture until evenly coated.
Arrange the fish sticks on the prepared baking sheet and drizzle or spray with the extra virgin olive oil to ensure a golden finish.
Bake for 12 to 15 minutes, flipping the fish sticks halfway through the cooking time, until the crust is crispy and the fish flakes easily.
While the fish is baking, whisk together the Greek yogurt, lemon zest, lemon juice, and finely chopped parsley in a small bowl to create the zesty dip.
Remove the fish sticks from the oven and serve immediately while hot and crunchy alongside the lemon-yogurt sauce.