No!! Not a pest at all! Not absolutely sure that's what it is, but Fungia are plate corals. They are usually offered without any rock as a base, just a round disc shaped coral, usually placed in the sandbed. Google plate coral and check them out.
You could probably pop it off the zoa rock, but you could break it, you would have to be very careful. It will interfere with the zoas, but only the ones that it's feeder tentacles can reach.
If it is a plate, it would be best to try to remove it, but risky. And just so you know, full grown, the plate is worth close to the same amount, if not more than the zoas. So if you got 5 as hitchikers, you did good!!