This is not required. Learn more about EU VAT.
To add your EU VAT IOSS number in Zonos Dashboard go to Settings → Tax IDs, and select European Union from the country dropdown.
Clicking Add will give you a pop-up dialog (shown below) that will allow you to fill in your EU VAT IOSS number and details.
Hitting Save will add your EU IOSS VAT number to Dashboard.
If you need to edit your EU VAT IOSS number, go to Settings → Tax IDs section, and select Edit next to your European Union IOSS VAT number information under the Tax IDs heading.
Although there are three methods for handling low-value orders and collecting EU VAT, these settings apply to the IOSS (Import One-Stop Shop) method of VAT collection specifically, and you can expect the following:
VAT and duty will still be collected on high-value orders (over €150) if your store is set to pre-collect duties and taxes. You will need to ship these orders with duties and taxes prepaid (Delivered Duty Paid - DDP/Duties and Taxes Paid - DTP) and bill the duties and taxes back to yourself. Since the carriers will be facilitating the tax remittance for your high-value orders through the DDP process, do not include taxes from these orders when you remit your taxes monthly via IOSS. IOSS is only meant for low-value (less than €150) orders.
See Zonospolicies and agreements.
EU VAT IOSS settings in Zonos Dashboard