Heat oven to 450 degrees F. Place a large wire rack on a large baking sheet and coat with nonstick cooking spray.
In a small bowl, mix wasabi powder with 1 tablespoon water. Stir in sour cream, scallions, parsley and 1/4 teaspoon of the salt; refrigerate.
Place the carrots in a small saucepan of boiling water and cook 3 minutes until crisp tender. Drain and pat carrots dry.
Place egg whites in a shallow dish and add remaining 1/4 teaspoon of the salt. Spread the panko in a second dish.
Dip shrimp in egg, coat with panko and place on prepared pan. Repeat with carrot and zucchini.
Bake shrimp and vegetables at 450 degrees F for 12 to 15 minutes or until shrimp and vegetables are cooked through. Sprinkle vegetables with remaining 1/8 teaspoon salt.
Serve with wasabi sauce and, if desired, teriyaki sauce.