Zentyal is different, it is more like for datacenter. We use it as a BGP router in our server room.
Zeroshell is good for NAT gateway at home or small office.
Zeroshell is excellent if you quickly need to connect 2 office networks with VPN-either routed or bridged. I just quickly extended office network to one event location at restaurant. For that I used 2 laptops running Zeroshell (and USB NIC-s for second interface).