As jimbuna pointed out, even when zigging, they stay on their mean course. If you are in front of them, you can still set up a normal approach and get ahead and perpendicular to their course(ideally).
The only difference now is their speed over their mean course is slower, so you need to set target speed a knot or two slower(maybe more-I've never really tracked it) to compensate.
Like others have said, set your eels for a under keel magnetic shot. Probably a key point against a zigging target.
I hate shooting at zigging targets as well and have not really tried out the above technique, so I may be blowing smoke out my butt.
Usually the target is zigging because I missed already or he spotted me and I'm out of position to try again. Then, I usually end around again and get into position. By then the target has stopped zigging.
In desperation, I have tried a "Up the Kilt" shot with a AOB of 180 with mixed results. Usually ends up wasting too many eels though. Patience is key, grasshopper(like so many other aspects of the hunt).