I would suggest you to use Zn metal instead of ZnO and then carry out thermal evaporation in oxygen atmosphere. Because, It is not really possible to coat ZnO thermally from either a boat or from an e-gun. The material does not melt and sublimes poorly, It is better use Zn pellets as the vapour pressure is very high . If you you use ZnO,then the vapour pressure becomes lower and the melting must be controlled with low flow rates of oxygen.
Reference papers are available online, search for "ZnO thin films by Sol-gel method"
As Mr. Raghu Patel suggested, Sputtering of Zn metal in oxygen atmosphere will be appropriate to get ZnO deposition, since evaporation of oxide materials is difficult sometime.