Make TGA and check at what temparature it decomposes.

So, make calcination under nitrogen gas environment for 2 hours at the temparature before decomposition (that you will get from TGA result).

Make FTIR and EDX characterization to know that you get the right product.

Firstly you can do TGA-DSC analysis for your sample( dry it before analysis) which will consider each stage for decomposition and compare with the theoretical equation to confirm correct way for analysis. after you get the temperature that no more weight loss then you can applied it for your sample annealing. Secondary, after calcination you can do the XRD analysis to make sure the final product is ZnO compared with standard to know the structure phase and crystal size. if you want more confirmation also you can use the EDX and FTIR analysis.

good luck