I too struggled with this algorithm. The problem I had was that the resonators on the unit circle caused numerically instability. In the end I used the form of ZFF described here:
* IEEE TRANSACTIONS ON AUDIO, SPEECH, AND LANGUAGE PROCESSING, VOL. 20, NO. 9, NOVEMBER 2012 2613 * An FIR Implementation of Zero Frequency Filtering of Speech Signals * Kruthiventi S. S. Srinivas and Kishore Prahallad
This seemed to work well for my (C language) implementation.
Mark Huckvale