I would say you zest first, then soak in some vodka, then throw it all into the secondary together. My opinion would be to do a little at first, like a few tablespoons of zest, then taste after a few days to a week. Then you can add more. Best way to do it when you aren't sure. You can always add more but you can't take it out. If you are making a lager, like a Kolsh usually is, then you should have some time as the beer is cold conditioning.
I recently made a vanilla porter. I added a few beans, waited a week, then added some more. Worked out okay, but I just over did it a little bit.