If you are processing wheel weights with an electric pot, then zinc weights are just another of the many things that you will have to skim off the top during the initial processing.
Pick a nice day to be outside, preferably someplace where the smell of burning rubber and paint won't be an issue.
Zinc weights become more of a problem when you process over an open flame, mostly when doing larger batches from a cold start. Contamination of the melt is the big issue. Zinc contaminated lead is a pain to cast with.
If you are heating the melt up enough to get zinc fumes in the air, you are REALLY too hot, and will probably be having issues like lead fumes to deal with, from being so grossly overheated.
Ever dealt with an oxy - acet torch? The black carbon snots that float all around the shop when the acet burns? Zinc fumes look like that, only in white. Very recognizable. Otherwise, don't worry too much about zinc fumes, unless you are trying to weld the stuff.
You have to go a couple levels of heat above the melting temperature, to get zinc fumes.
The burning paint and rubber, and whatever else is on the WW's makes a plenty nasty smell, though.
Cheers
Trev