As long as the policy has never been cached onto the workstation/into the registry (because you clicked the check box about keeping policies enforced even after logout---a very bad thing to do and is not done by default) there should no remenants of the GP pushed down by ZEN. You should be able to configure/enable any lockdown from AD that you did from ZEN because they both effectively use the same control .adm files. And they both basically use the same management (MMC) snapin, the Group Policy Editor.
Hope that helps.