Print all of it it with standard 0.4mm nozzle and 0.2mm layers. Only „Pi_Zero_case_bottom.stl“ needs some supports.
There are no great tolerances, because I wanted to have everything easy snap fitting. So if your 3D printer is callibrated different way, be ready for a little grinding. Also, the difference between the thickness of left and right side case cover of my UM3 is 0.5mm, so maybe yours is also a bit different. ;)