Where I live we have
Zoya, Zinayida,
Zinoviya,
Zinoviy, Zoreslav, Zoreslava,
Zakhar, Zakhariy
There's also less popular
Zoryana, Zorislava, Zirka,
Zlata And theres the names that don't start with z, they start with zh, but it's the same letter in English;
Zhanna,
Zhenya (nickname)