It's hard (nearly impossible) get get an exact speed step 1 on any system that uses a potentiometer throttle (Zephyr, UT4, other brands that use pots). Thottles liek the DT402 that use encoders, adn other systems with encoders, can actually adjust speed 1 step at a time. The only practical way to get a true speed step 1 on a Zephyr would be via a computer interface and a throttle in JMRI. The JMRI throttles will also advance one speed step at a time, so you can set a loco to speed step 1 and then adjust CV2 using Ops Mode until it begins to creep.
I had my Zephyr for about a year until I bought a DT400 - after that I hardly ever touched the Zephyr console. On my current layout the Zephyr is stillt he command station, but it's mounted under the layotu and not even easily accessible (to use the controls). I have a DT100, DT400m and DT402 to run my trains, and I have a standalone PR3 controlled with JMRI to do programming.
The only alternative is to sort of eyeball it. Nudge the throttle off the stop position and treat that as the slowest speed point. It may be anywhere from speed step 1 to step 5, but the potentiometer isn;t high enough resolution for it to be more repeatable than that anyway. With a computer connection and JMRI or a DTxxx throttle you can use the slot followign feature to actually see what speed step you're on when nudging the potentiometer, in case you are curious. There a bit of dead space and then the speed step starts going up, about 2 degrees of movement per speed step in 128 step mode - the range of motion of the potentiometer is 250-270 degress, divided by 128 speed steps (close enough anyway).
--Randy