There are two sides to Zazu. On the one hand, Scar wants Zazu in his Hungry Hyena "killing zone" location to make it easier for him to defeat other Heroes. In this way, Zazu is a terrible Fate pick for Scar's opponents, especially since Scar has several ways to move Heroes around. On the other hand, if Zazu is not ideally positioned, he makes other Heroes stronger, making it harder for Scar to defeat them and ultimately win. Keep track of how many Whispers and Stampedes Scar has played, and keep that in mind if Zazu is given to you as a Fate option. If you're sure that Scar won't be able to get Zazu into a favorable position, play him to an empty location. Otherwise, pick the other option. Never attach Prophecy or Rafiki's Stick to Zazu as this only helps Scar.