Lightly coat a baking sheet with cooking spray; set aside. Preheat oven to 400 degrees F. In a shallow dish, whisk together the egg yolk and milk. In another shallow dish, stir together the bread crumbs and Parmesan cheese. Dip vegetables in egg mixture, then in bread crumb mixture to coat. Arrange vegetable pieces on the prepared baking sheet. If desired, drizzle with melted butter.
Bake in the preheated oven for 15 to 20 minutes or until vegetables are tender and golden. Serve warm or cooled with ranch dressing that has been sprinkled with cheddar cheese. Makes 5 to 6 servings.