Start by practicing the sound in syllables only:

Syllable practice

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Practice words:

Initial 'Z' (at the beginning of words)

words with pictures

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words without pictures

Medial 'Z' (in the middle of words)

words with pictures

words without pictures

Final 'Z' (at the end of words)

words with pictures

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words without pictures

Once you have mastered your sound at the word level:

practicing sentences

using your sound in conversation