I have been tying more with zonkers than anything else lately. Love the action they have, and so do the fish. What kind of zonkers did you get, straight cut or cross cut? The straight cut can be used to make tails or to use as an over-lay on the belly, sides or back of the body of a jig/fly. Cross cuts are more for wrapping to make a body - similar to how you would wrap chenille.
For a tail: I use more of the straight cut myself, they are good for longer tails on jigs. Not much to getting them on the hook, but keeping them in place and not slipping around the hook shank is the challenge. Strong thread helps, but is not an absolute must. Easiest way i have found is to start your thread on the hook and then tie in a piece of craft yarn - i use plastic canvas yarn. Wrap it around the hook shank (similar to how you would chenille) to create a base and then OVER wrap the yarn with your thread making tight wraps. This will give you a solid base that is wide enough to hold the skin from the zonker. Once you have your base, cut the zonker to the length you want and tie it on to the yarn base with tight wraps and you can finish the rest of the jig how you like.
For an over-lay: I posted this awhile back in another post -
Skinny Rabbit/Duck - scroll down in the link and you can see some of the steps. You can use this to make the top, bottom or sides of the jig.
I plan to make some other tutorials, but those may not be till the first of the year or so. I would also like to see how others are using them as well! Hope this helps a little.