Is it possible to setup multiple Zorro's on one machine for demo trading on MT4? Sure this would require multiple MT4's also, but it would be very nice.

Apparently not, it says this in the manual "The free Zorro version also does not support multiple instances, but it is allowed to use several PCs or virtual machines for running several Zorros on demo accounts."

If it's an easy fix, I'd vote too for allowing multiple instances on demo accounts.