It should be fine with zone valves fitted. I do always fit a gate valve on each return on multiple zoned systems though. To help with balancing. Just like you would on the return form a DHW Cylinder.
You shouldn’t get any circulation, but where any returns come off the main return level or rising to one or more radiators, then heat will creep into that to some extent.
So have the returns ideally dropping to any extent from the main return to prevent that.