I've only met one person named...

Zaynab, from the Arabic word for beauty and the name of a flowering tree, was the name of a granddaughter, daughter and two wives of the Prophet Muhammed. Related names include the simplified forms Zaina and Zayna and the Swahili-inflected Zainabu, along with possibly Zenobia, a name related to the Greek mythological god Zeus. Zaynab is one of the most popular Muslim girls' names around the world.

The Selma-Thelma-Velma connection dates it.

Zinnia is an unusual floral choice with a bit more edge and energy than most and beginning to find its way onto namers' wish lists of botanical possibilities. Named after an eighteenth German botanist called Johann Gottfried Zinn, it appears in Roald Dahl's Matilda as the young protagonist's mother.

Zuri migrated, at least to American sensibilities, to the feminine side when an Ohio zoo used it for a female giraffe. For either gender, Zuri is an attractive name with the usual Z-initial zest.