This is the first merge windows extension I've found that does work with Zen - it is nearly ideal for my needs. The only thing it seems to be missing is that it doesn't close the other windows after it moves the tabs back to the main window.

This can leave you with a bunch of zen windows open that have no tabs in them. Still better than the alternative of not being able to find all your tabs across a bunch of windows - but not quite perfect.

UPDATE! - If you change the setting to "Ignore Pinned Tabs and Essentials" it does close the other windows! Boom - great news. Bumping my rating from a 4 -> 5.