The Z shell uses /bin/sh if you run an executable script without shebang line (see man zshmisc, section COMMAND EXECUTION or check out this answer for a comprehensive list). This seems hard-coded. So, if you don't want to use the unix-way (add shebang line), you can use a socalled suffix alias in the Z shell to execute all files with a certain extension with a certain program. In your case
alias -s zsh=zsh
should do the trick. The general form is (as the above example is not so clear):
alias -s extension=program
The man page explains how this works:
If the -s flag is present, define a suffix alias: if the command word on a command line is in the form text.name, where text
is any non-empty string, it is replaced by the text value text.name. Note that name is treated as a literal string, not a
pattern.
A trailing space in value is not special in this case. For example,
alias -s ps=gv
will cause the command *.ps to be expanded to gv *.ps. As alias expansion is carried out earlier than globbing, the *.ps will
then be expanded. Suffix aliases constitute a different name space from other aliases (so in the above example it is still
possible
to create an alias for the command ps) and the two sets are never listed together.
If you want to use scripts that are located somewhere in your $PATH, use
alias -s zsh="zsh -o PATH_SCRIPT"
This enables the option PATH_SCRIPT:
If the option PATH_SCRIPT is set, and the file name does not contain a directory path (i.e. there is no `/' in the name), first the current directory and then the command path given by the variable PATH
are searched for the script.
Please note, that the current directory is searched for the script, even if . is not in your PATH!
