In a deep fryer or heavy skillet heat 3 inches of oil to 350 degrees over medium heat.
Meanwhile in a large bowl beat together the egg and milk, set aside. In a medium bowl, stir together the cornmeal mix, flour, zucchini, cheese, and onion. Add the flour mix to the egg mixture and stir until well combined. Let it sit for a few minutes before frying.
Using a melon baller or a tablespoon, drop spoonfuls of batter into the hot oil a few at a time. Make sure not to crowd the pan. Fry for 3-5 minutes, turning halfway through, until dark golden brown. Remove from oil and drain on paper towels. Continue with the remaining batter.