Is it worth it for Lann to go 20 ZA, or should I multiclass. He's level 7 now.
It's generally good practice to run the companions straight in your first playthrough to give you a good feel for what you're giving up when you multi-class. This isn't Wizardry 8, but it's a lot closer (by design) than most think,
ZA weapon dice keep progressing with levels, as does the DC on your Standard Actions (like Ki Shout) that you can mix in on turns where you have to move. They also target touch AC instead of full. Cold Ice Strike is a Swift Action.
He picks up two more attacks at level 11 so it least taking him that far is good value. Trying to take advantage of his Combat Reflexes with Snap Shot is probably more trouble than it's worth. He makes a great sniper at 50 ft range since he often gets full attacks in earlier in the fight than those who always have to move into position.