Yes you can still create a Zorin Live on a USB drive with persistence. I find unetbootin tool is easy to use for that purpose. However, running Zorin from a USB device can be extremely slow, as the USB port is a bottleneck.
EDIT: Good for Z15, but since found persistence does not work with Z16 (Ubuntu 20.04) with Unetbootin, maybe does with Ventoy, but not tested.