First off, not to sound too harsh, but did you try the FAQ before posting?
"Q: Can zombies be affected by a “Dash” Overlord card?
A: Yes, a zombie can perform two move actions during its activation if a
“Dash” card is played on it." (p. 3)
On to the meat of the matter, master Zombie's Grab could be useful against weak Might heroes, but personally, especially owning the CK, Zombies would be about at the bottom of the picks for an open group. With the brown defense die, they aren't even that durable, you can find more resilient meatshield monsters for the same "price", Flesh Moulders for example, more health and the white die (plus ability to heal themselves and other monsters with the master).