I just caught my first Zamazenta (I like to restart all of my games right when I'm done with the post-game storyline) and I was wondering if I should Crown Zamazenta or have it hold an item and be Hero of Many Battles. By the way, kept getting bad natures like Rash (+SpAtk, -SpDef) so I gave up on resetting and got stuck with Naive (+Spe, -SpDef) (Everytime I reset I got a SpDef lowering nature). I have also not used it in battle so it is Level 70 with Iron Defense, Iron Head, Slash, and Crunch. Hope that information helps!!!
Zamazenta is faster in the Hero Of Many Battles form, and the nature can be changed easily by nature mints. However, it’s not that defensive without the shield. It can use Behemoth Bash in the Crowned Shield form too, which has great damage and is great because it doubles power against Dynamax and Gigantamax Pokémon. The Hero Of Many Battles form can hold an item like Assault Vest (can’t go for iron defence though then). I’d go for Crowned Shield but Hero Of Many Battles is good too.