How to use LESS (CSS) in a Zen sub-theme?
I can't comment directly about using LESS with Zen, but I have used it with Omega 3.

With this, you have to specify the proper filenames in the theme.info file.  The stylesheets need to be named like "styles.css.less", and specified like:

stylesheets[all][] = styles.css.less


in the .info file.  Includes with variables and mixins get named like "mixins.less".

Assuming files are named this way, the module will do its thing, and compile the sheets and rewrite the paths to reflect the compiled versions.

That said, we stopped using LESS a while ago, and have moved on to Sass/Compass.