It was Zaha's first game since winning his England cap last week.
Palace boss Ian Holloway said: "Wilf was a bit more quiet than he usually is but I think we're starting to look a bit of a handful and I think (Glenn) Murray up the middle was absolutely fantastic today.
"That's seven in three [Murray's] scored for me. Quite awesome, his second goal was as good as I've seen. Brilliant - his strength to hold him off then to come in and then flip it over [the goalkeeper]."