Start by finely grating the carrots and zucchini using a box grater. Squeeze out as much excess moisture from the zucchini as possible using a clean towel—this helps prevent sogginess.
In a large mixing bowl, combine the grated vegetables with the breadcrumbs, beaten egg, grated cheese if using, smoked paprika, and a pinch of salt and pepper. Mix everything thoroughly until well incorporated; the mixture should hold together when pressed.
Using your hands, form the mixture into small, flat nuggets about 2 inches in diameter. Press firmly to ensure they hold their shape during frying.
Heat about half an inch of oil in a frying pan over medium heat until it shimmers slightly—this indicates it's hot enough for frying.
Carefully place the nuggets into the hot oil, being mindful not to overcrowd the pan. Fry for about 3-4 minutes on each side, until they turn a beautiful golden brown and the coating feels crispy when gently pressed.
Use tongs or a slotted spoon to remove the nuggets and place them on paper towels to drain excess oil. Let them rest for a couple of minutes to set the crust.
Serve the veggie nuggets hot with your favorite dipping sauce. For extra crunch, you can reheat them in a 180°C (350°F) oven for 5 minutes before serving.