I have a physical light switch (dumb) which turns on a Zigbee osram+ dimmable bulb
what I would like to happen is when I turn on the switch the light will turn on and then automatically dim to a set level or have the light bulb remember the dimmed setting I had it on
currently what is happening when I turn off and on the physical light switch the bulb comes back on with full brightness
Smart bulbs are meant to always have power so that the hub can interact with them and set the level. In the situation you describe you might be better off with either a smart dimmer switch and dumb bulb or a remote like a OSRAM Dimmer switch which can be installed over the dumb switch (so it always stays on) to control the smart bulb.
There are other button controllers as well some don't fit over the switch then you'd probably want a Switch Guard which is just a plastic cover to keep the switch on.
Also available for the UK would be the hue switch.
But either of those would require you to remove your manual switch most likely as they don't fit of EU style rocker switches which are much wider than decora style or toggle style US switches.