I have published a VSCode extension to add ZCML support (copy of the XML configuration and grammar files) and also zpretty support as formatter for VSCode.
The extension can be directly installed through the VSCode Extension Manager.
It is available on the marketplace and also on GitHub:
Hey Mikel, that is pretty much what I was looking for.
Can I use the extension for only code highlighting? That is what I was looking for.
Or in other words... when is the formatting triggered, automatically, on save or on a command?
I think that is triggered on document formatting, if you have auto format on save enabled, it will format the code when you save the file.
I don't know about code highlighting, I don't know if zpretty provides that. Anyway I don't know how to do that in a VSCode plugin 
But, anyway, any PR is welcomed 
I just activated your plugin and I got superb code highlighting! So thanks for that!
And while I plan to use zpretty in future, I will do that via pre-commit and not via autoformatting.