Using the composite gadget module the Zero is emulating a flash drive and an Ethernet device at the same time. Like usual, it was pretty easy because of other people's hard work documenting what they did.
The problem is it works and boots up Pixel_x86 on everything but my HP Mini 510. I think it's BIOS is somewhat broken - it's probably enumerating only the first function of the composite device (which isn't mass storage), then giving up.
That means I'm going to have to bite the bullet and learn how to use libcomposite and configfs. This should give me more control over enumeration order. I've been avoiding this since it looks complicated and easy to break. But I also need to learn it for some of my other projects, so off I go.