I plan on just soldering the 4 pins to the bottom of my Pi Zero, but have not done so yet just because I'm not sure on the positioning of it yet, which will determine the wire length. Although I can confirm that the one from Amazon user "SMAKN" works with my Pi 2, so I'm assuming it will work with the Pi Zero as well.
It has some blue indicator LEDs on it while operating, and has given me no problems at all! I tested it with my bluetooth keyboard as well as scraped some metagame data from the internet and it worked great! It will be a really nice addition to my project, plus it's cool to say that my project has both bluetooth and wifi, on a single card!
You can get one from Amazon or from Adafruit. Personally I bought the Amazon one because it was cheaper and had free shipping with Prime

You can click on the image below to see more pictures I took of it:

Happy building!