First and foremost, buy aquacultured zos, there usually are no pests on them.
Your best bet when trying to ward off pests is inspection by hand. Look for Spider's, Zo-Eating Nudis, Sundials, and Flatworms.
Spider's are easy to see and remove, their eggs are not, but dipping, even in freshwater won't phase them regardless. If you find one, just keep an eye on the zos and remove them as they appear. No great threat here.
Sundials are only an issue with wild zos from the Solomons. (small, bright, tighly clustered zos) Remove them as the sipder's above, never seen eggs and never had baby sundials hatch.
Flatworms are always an aissue, so I'd recommend a quick treatment with flatworm exit. (double the dose and do it before they go in your tank) One time deal, no failure possible.
Zo-eating nudis are your enemy. Iodine dip won't get the eggs, and even some adults are resistant. Flatworm exit with 10x dose will get them 95% of the time, but again, not the eggs. Same with freshwater. Your best bet is to carefully inspect them when they arrive. Quarantine them and observe daily. For good measure dip them in flatworm exit 3 times within 2 weeks. if all that doesn't work, it just wasn't meant to be.