I just wanted to sum up all zoo suggestions in one thread and add my own As for my own suggestion I don't know how does Zoo behaves, but I never got prizes from the zoo if a zoo monster is killed outside zoo territory or after loading a game. If this is true it would've been a good thing to receive zoo prize even if you kill a monster in the other room.
By design, you give up your zoo reward if you go up or down stairs, or use the pocket dimension. (Or, many versions back, if you entered a shop...) Zoo state should persist across saves these days. So long as you stay on the same dungeon level and don't pocket, where you kill the monsters shouldn't matter; I've kited zoos the length of levels and still got the loot (in the days prior to monster awareness -- see my other previous suggestion, that all zoo monsters now be alerted when the door opens and be forbidden to go passive/forget the player so long as the zoo counter is still active.)
Wolg's right - if you don't leave the floor, e.g. into the Pocket Dimension or by using stairs - then you do not forfeit your Monster Zoo prize. I don't think you can go too far from a Zoo now either, as I've practically walked all around a level to find the one or two escaping monsters I've had left. His(?) suggestion at the end is pretty much on the money, though. There is a bit of an issue with Monster AI and the Zoo - they often go wandering too far or can be prone to getting stuck in walls if they blink/teleport out.
