newbie question about the zen

Yes, you can use an EI frame transformer. There are advantages to toroids that I'm sure are posted in a thread here somewhere, so they may be worth the price difference. If you already have a suitable transformer, I wouldn't be paying a good chunk of money just to get a toroid.
 
An EI frame transformer might be better for your zen than a toroid.

An EI frame transformer will not pass as much power line hash as a thoroid will. But thoroids are good for not radiating "hum" as well as providing superior voltage regulation. In a class a/b amp, voltage demands from the power supply will go up and down. The Thoroid will be better at providing a constant voltage to that demand. The Zen will have a more constant demand on the powe power supply so the EI frame transformer should be just fine.