Another way to do it is to create a battery kit with 128 cells (the max). Set each cell to be triggered by a unique midi note (0-127). Then, set up various note mapping on the zen. Start with setup 1, pick your sounds. Move to setup 2, pick some more sounds. That way, the battery kit only loads one time, and you change "kits" on the zendrum itself.
If you need more than 128 sounds, you could run something like audiofile engineering's rax or ableton live. Run two battery kits with 128 unique note mappings each, and set each one to receive midi on a different channel. Then, as long as all sounds in a given "kit" are receiving midi on the same channel, you're good to go.
On my ZAP, I have setups 1-8 sending midi on channel 1. Setup 1 uses notes 0-15, setup 2 uses notes 15-31, etc. They all trigger a battery kit in live receiving midi on channel 1. Setups 9-16 on the ZAP send midi out on channel 2, with notes 0-15 used on setup 9, etc. My second battery kit receives midi on channel 2. I effectively get 16 different kits (one kit per row for each 128-cell battery kit) with 16 sounds each. All I have to do to switch between them is change setups on the ZAP. Couldn't be easier.
And yes, I have the same sound mapped to multiple pads on the ZAP in some instances. I'll usually put the kick on two pads, the snare on two pad, etc. In battery, I'll set the articulation (under the "setup" tab for that cell) for the snare cell to be "alternate stroke." Plus I'll give each cell a tiny amount of velocity and pitch humanization. Makes for very real-sounding drums!