Moves
Night Daze is Zorua's primary STAB option and has the added bonus of having a high chance to drop a foe's accuracy. However, it is notable that using it reveals Zorua for what it is. Dark Pulse is a great alternative to Night Daze with 100% accuracy and a flinch chance, but it has slightly less power. This choice is mostly up to preference, though. Extrasensory is a powerful Psychic-type move that lets Zorua hit Fighting-types, such as Mienfoo and Croagunk, and Poison-types, such as Foongus and Mareanie. Nasty Plot allows Zorua to set up its Special Attack and potentially even sweep. U-turn is a great option to let Zorua pivot, and its immense prevalence makes it easy to bluff being another Pokemon early on. Hidden Power Fighting can be used to hit Steel- and Dark-types, primarily Pawniard and Scraggy, if you don't want to use U-turn. Knock Off can be used as an alternative to Nasty Plot or U-turn to cripple foes, and it also has the added bonus of being very common, making it another good move to use to bluff being another Pokemon.
Set Details
196 Special Attack EVs and a Life Orb are used to maximize Zorua's damage output, which lets it OHKO Pawniard with Hidden Power Fighting and have a chance to OHKO Mienfoo with Extrasensory. 236 Speed EVs as well as either a Timid or a Naive nature are used to help Zorua outspeed as many Pokemon as possible, particularly Pawniard. Choosing between Timid and Naive is mainly up to if you would like to maximize Knock Off and U-turn damage or be slightly more bulky. The rest of Zorua's EVs are put into its defenses to make its bulk a bit better. Illusion makes opponents see Zorua as another Pokemon on its team until it is hit.
Usage Tips
Deciding upon your team order is very important with Zorua, due to its unique ability. The Pokemon put in the last slot should usually be a Poison- or Fighting-type if your opponent has a Psychic-type such as Abra, as Zorua can bait the Psychic-type moves that it is immune to and hit back with a powerful Dark-type move. Your last Pokemon in other situations should be a Pokemon weak to attacks that Zorua resists, namely Psychic- and Ghost-type moves. Illusion also lets Zorua force switches by disguising itself as Timburr against a Pawniard, for example, allowing it to safely set up Nasty Plot. It can also be good to disguise Zorua as a Pokemon that uses the same moves as it, such as Nasty Plot Croagunk, U-turn Mienfoo, or Knock Off Timburr. If utilizing Nasty Plot, it is always a good idea to remove Zorua's checks and counters before attempting to sweep, as Fighting-types, faster Pokemon, and Fairy-types in particular can be troublesome. Keep careful watch on your team's HP, as Zorua's HP can reveal its disguise to opponents who pay close attention, and as such, try to keep Zorua's HP as close to the Pokemon it's disguised as as possible. Also be wary of switching into Stealth Rock when disguised as a Pokemon weak or resistant to it, as the damage Zorua takes will reveal it to observant opponents. Because of its frailty, Zorua should only be brought in on safe switches or via U-turn or Volt Switch.
Team Options
Fighting- and Poison-types, such as Mienfoo, Foongus, and Croagunk, can bait Psychic-types in quite well. Similarly, Ghost- and Psychic-types such as Gastly, Pumpkaboo-XL, and Abra can bait in Ghost-types. Fairy-type checks, such as Pawniard and Foongus, are important to keep Zorua safe from its biggest threats. Hazard removers, such as Staryu, Drilbur, and Kabuto, are also important, as they keep Zorua from taking chip damage and potentially revealing itself. Vullaby in particular can also partially check Fighting-types for Zorua and commonly runs Dark Pulse, U-turn, Knock Off, and Nasty Plot, all moves Zorua uses that can therefore help convince opponents Zorua is Vullaby. U-turn and Volt Switch users such as Mienfoo, Vullaby, and Chinchou can help safely get Zorua in. The first also makes it easier for Zorua to disguise itself. Similarly, Knock Off users such as Mienfoo, Timburr, Pawniard, Vullaby, and Scraggy can all make it easier for Zorua to disguise itself.