Rinse and dry the Zucchini (2 pound) and trim off the stem and the blossom ends. With a sharp knife, slice the squash lengthwise into strips about 1/8-inch thick; flexible but not paper-thin.
Dump the All-Purpose Flour (1 1/2 cup) into a wide bowl or shallow dish. In another wide bowl, beat the Egg (5) well with Salt (1/2 teaspoon) and Freshly Ground Black Pepper (to taste). Set a wide colander on a plate, to drain the battered strips before frying.
Tumble 5 or 6 zucchini strips at a time in the flour, coating them well on both sides. Shake off loose flour and slide the strips in the beaten eggs. Turn and separate the strips with a fork so they're all covered with batter; pick them up one at a time and let excess egg drip back into the bowl; then lay them in the colander.
Pour Canola Oil (as needed) into the skillet to a depth of 1/3-inch and set it over medium-high heat. Cover a baking sheet or large platter with several layers of paper toweling and place it near the stove.
When the oil is very hot but not smoking, quickly slip several strips into the skillet, using kitchen tongs or a long fork to avoid spatters of hot oil. Don't crowd the strips, no more than 7 at a time in a 12-inch pan, so they crisp quickly and don't absorb excess oil.
Maintain the heat so the strips are sizzling actively. Cook on the first side for a minute and a half or so, then flip them over. They should be nicely colored on the first side; if not, raise the heat slightly. Cook the second side for another minute or so, until golden and crisp, then transfer the strips to the paper towels. Lay them flat in a single layer and sprinkle them while hot with pinches of salt.
It's best to let them cool uncovered, but if you need the space, lay paper towels over a sheet of strips for draining the next ones to come out of the skillet. Let the slices cool for a few minutes.
Place a fried strip pointing away from you on your work table, with the wider end facing you. Place 3 or 4 Capers (2 tablespoon) on that end, then roll the strip tightly, enclosing the capers in the center. Stick a toothpick all the way through the roll-up, so it stays together. Roll up all the strips, or as many as you want.
Just before serving, stand the roll-ups on end and squeeze Lemon (1/2), through a strainer to catch the seeds, all over the spiral tops. Arrange them on a serving platter. If you like, scatter another teaspoon or so of drained capers all over. Serve immediately with your favorite marinara sauce.