All of my Zone maps, listed in order of publication.
Though they don't build upon each other directly, I would still argue that there's a rough completion order:

Intro Zone is intentionally introductory, and so should be played first.

Empty Zone has the simplest Zone connection, and so should probably be played second.

Both Wipeout Zone and Escort Zone feature the same Zone connection, but otherwise are almost completely different from nearly every angle. I would recommend playing the beginning of Wipeout Zone first, as it has space for an intro room, but otherwise there is no reason for one to be completed before the other. In fact, Escort Zone may be easier.