The most efficient and easiest way to accomplish this by modifying your .htaccess file to NOT send anything that starts with /blog
to the ZF app -- just pass it through to Wordpress. Wordpress would have to be installed inside your document root, of course, for this to work, exactly how you would normally install it.
An example:
RewriteCond%{REQUEST_FILENAME}-s [OR]RewriteCond%{REQUEST_FILENAME}-l [OR]RewriteCond%{REQUEST_FILENAME}-d
RewriteRule^.*$ -[NC,L]RewriteRule^blog -[NC,L]RewriteRule^.*$ index.php [NC,L]
All this nonsense about creating custom controllers, actions and routes in your ZF app, then passing off to Wordpress via your app is absolutely ridiculous. You'd be executing a full dispatch cycle of your application's engine, just to forward off to another app?