Yes Mark20, you probably would be disappointed running Lazarus on a Pi Zero, or even a Linux Desktop but for command line driven, no GUI, absolutely fine.
Depending on what I am doing, I generally edit using Lazarus, because the IDE is really useful, and cross compile from my laptop. Then use sshfs from the Pi to mount that directory from my laptop on the Pi so its easy to run and test the compiled executable.
Alternatively, you may be able to compile on the PI zero but do keep in mind, as MarkMLI said, the SDcards and not made for repeated rewrites, and compiling does a lot of repeated rewrites.
If you have a 'bigger' PI, at least a 3 with 2G ram, running Lazarus is practicable, just, (must increase swap to initially build Lazarus at least) and the (32bit ?) binary can be used, when perfected, in the zero.
Davo