I don't think I've met anyone more aware of his own fragility than Zenos. He's hopeful, but very prepared for life to hold no promise for him. In this case, his VillainSue-ness seems to me to stem wholly from his antipathy, which he is wholly conscious of -- though also of his lacking ability or desire to force a change in. (Honestly, for a villain of any sort, or even the tragic hero archetype, he's got the makings of a catch 22 that rarely fails to sell to an audience that's not immediately dismissive (or, one that doesn't hate him just for the tropes introduced with or upon him).)
For that, I can't really brush him off. If you treat him from the start as caricature, he meets expectations, but the same is true if you treat him from the start as a real character.