I don't recall seeing any option in Zentyal to do this.
I believe that the name assignation is done at a lower level by "udev", the Linux Device Manager.
Look in your "/etc/udev/rules.d/70-persistent-net.rules" file.
Mine contains:
# This file was automatically generated by the /lib/udev/write_net_rules
# program, run by the persistent-net-generator.rules rules file.
#
# You can modify it, as long as you keep each rule on a single
# line, and change only the value of the NAME= key.
# PCI device 0x10ec:0x8168 (r8169)
SUBSYSTEM=="net", ACTION=="add", DRIVERS=="?*", ATTR{address}=="48:5b:39:a8:40:3a", ATTR{dev_id}=="0x0", ATTR{type}=="1", KERNEL=="eth*", NAME="eth0"
# USB device 0x14b2:0x3c06 (usb)
SUBSYSTEM=="net", ACTION=="add", DRIVERS=="?*", ATTR{address}=="00:80:5a:51:d7:77", ATTR{dev_id}=="0x0", ATTR{type}=="1", KERNEL=="wlan*", NAME="wlan0"
Here you can add your cards and assign the name by MAC address at will.