SIDE NOTE: DO THIS AT YOUR OWN RISK Just want to get this out of the way, if this heats your Pi too much or causes something to go wrong in your GBZ Build (Mine is not in one yet, its in a static bag

Also, I did use this guide and Popcorn's post to see a few bare minimum games that might work. Since the video uses the Pi 2, some probably won't work on the RPi0, but feel free to test games anyway. It's an older version of RetroPie, so maybe some more will work? (IDK)
THE GAMES
All of these games are tested from boot up, and I gave the Pi time to cool down after playing each game.
Audio Lag WILL OCCUR. Get ready!

Animal Forest (English Patch) - Playable - Menu is black, but you can see your cursor and item names. I would say it works if you really want to play this game (like me!) Can be ever so slightly laggy
Banjo-Kazooie - Playable - Really laggy. Missing background in menu, but text and items are visible. Again, only if you really want to play it.
Diddy Kong Racing - Playable - A little laggy at first, but then smoothes out into a pretty nice experience.
F-Zero X - Playable - Very well
Kirby 64: The Crystal Shards - Unplayable - Menu Glitches
Mario Kart 64 - Playable - Very Well in Time Trial (little bit of lag in vs, haven't tried multiplayer, but I imagine it would be pretty laggy)
Paper Mario - Unplayable - Slow Framerate and Missing Textures
Star Fox 64 - Playable - Very Well
Super Mario 64 - Playable - Very Well (opening is slightly laggy
The Legend of Zelda: Majora's Mask - Playable - Really low framerate (not much testing)
The Legend of Zelda: Ocarina of Time - Playable - Really low framerate
Turok Dinosaur Hunter - Playable - Controls felt awkward (XBOne), but gameplay was pretty smooth
Wave Race 64 - Playable - Really laggy (it works, but is not great) Unless you love this game I would recommend you skip it.
BEST SETUPS (that I have found)
For all of these games I used the resolution setting DMT-4, but I don't actually know if that does anything.
Animal Forest (English Patch) - Mupen64plus-GlideN64 (better inventory than gles2n64, your cursor shows, but background and item images are still missing)
Banjo-Kazooie - I would recommend Mupen64plus-gles2n64, but GlideN64 works pretty well too
Diddy Kong Racing - Mupen64plus-gles2n64
F-Zero X - Mupen64plus-gles2n64
Mario Kart 64 - Mupen64plus-GlidN64
Star Fox 64 - Mupen64plus-GlideN64
Super Mario 64 - Mupen64plus-gles2n64
The Legend of Zelda: Majora's Mask - Not sure you would want to even play it, but Mupen64plus-gles2n64
The Legend of Zelda: Ocarina of Time - Not sure you would want to even play it, but Mupen64plus-gles2n64
Turok Dinosaur Hunter - Mupen64plus-gles2n64
Wave Race 64 - Mupen64plus-gles2n64 (still not great)
Feel free to comment any more games you want me to test! I'd love to expand my N64 collection, although I might not be able to find the best emulator due to time constraints. Will update in the future!