When it drops below .10 is when you might need to do something but I think it will take a whole lot of rounds down range before that happens. Some are above the .015 and still functioned with no problems.
Like you said there might be a change being unfired after you do a break in session if there are any issues I would contact Zenith CS and send it to them from what it sounds like some members have had too and they did make it right. My Z5RS has fired without issue I don't think there's much to worry about but shoot it and then check it if there's 0 issues then fire away 5 yr. warranty should cover any immediate gap issues being its new.
Congrats on your new gun!