My nickname is Zo and my married name starts with Z.
In highschool, believe it or not, when I of course still had my maiden name--which does not start with Z-- the cheerleaders on my squad nicknamed me Zozee. (Or Zozie? I never saw anyone write it, so who knows how it was spelled in our minds?) Whenever I sew for charitable fundraisers, my business name is Zo Z's Cozies.
For a username I thought about "zoz" which rhymes with "oz" which is a reference to Kansas, my girlhood home. But I wanted people to read it as two syllables, and I liked the highschool nickname-turned-married-initial connection.
Is that far more than you wanted to know? You're welcome.