Is it possible to configure the bitcoin daemon to only broadcast unconfirmed transactions with ZeroMQ?
With the current Bitcoin Core Version (0.14.2 by the time of writing), this is not possible.
A quick hack in CZMQNotificationInterface::SyncTransaction(const CTransaction&amp; tx, const CBlockIndex* pindex, int posInBlock) would be simple (just add an if (!pindex)).

If you don't want to change the sources, you could call gettransaction over RPC and get the confirmation count.