There may not be too much that starts with "z" but I am sure at least one word comes to mind when you look at this letter z crochet pattern---zebra.
This pattern requires single crochet and single crochet decreases.
Materials required to complete this project include a G hook (or size necessary for gauge), worsted weight yarn, and stitch markers.
This letter z is approximately 6 inches tall and 4 inches wide.. This item is crocheted and then stuffed with polyfill stuffing.
The entire alphabet, with both upper and lower case sans serif letters, is also available as an ebook.
E, I, and O are free downloads on Ravelry.
Note that you can find three of the letter patterns as free downloads in my Ravelry shop so you can try them out before purchasing to see how you like them.