I have a few Zen30s and do not have issues turning them off. The only issue I have was introduced in 2.2.4, which makes pressing up on the paddle generate a digital button press on the relay. It doesn't physically trigger the relay, but it will report to the hub that the button was pressed when it really wasn't. So if you're using the relay button press to trigger a rule, the rule will also trigger when you press up on the dimmer switch. But this doesn't sound like the issue you are having at all.
When I first got my Zen30s, I had 2 that failed very quickly. Here is my post about it. Zooz support replaced both switches and their replacements have been working great.
