Why does ZnO turn yellow when it is hot?
The thermochromism of $\ce{ZnO}$ results from a minor loss of oxygen upon heating to temperatures around 800 °C, i.e. a non-stoichiometric $\ce{Zn$_{1+x}$O}$ with $x = 7 \times 10^{-5}$ is formed. 

Under air, this effect is reversible. Heating (and cooling) of the material while hooked up to a vacuum pump might result in a more persistent colour change.