You know, I never reflected on Zombie Day. It was just an idea that we rolled with. I won't stop it without agreement with my children, because it is family fun and gives us something to do with left over Halloween candy. However, I do think I will discuss with my children about being respectful to other religions. This will be complicated because other religions are not respectful to our belief. We are quite with our opinions, however others are more willing to tell us we will be going to hell. They know the idea of Easter was borrowed from Pegan religions by Christians.
I don't think you should stop. Your daughter made a very astute observation. The important thing to note here is that (I assume) she did not intend to mock or belittle others with her connection between zombies and resurrected Jesus. She acted in innocence, and frankly, I think it's a cute observation. My friend, on the other hand, does so to illustrate her disdain and dislike of Christians and Christianity, and she encourages her kids to do so as well. Not cool. (FWIW, she's not a good friend of mine, but someone I see at my freethinker's group.)
Not all Christians (or people of other religious beliefs, for that matter) are disrespectful of those with different spiritual beliefs. In my personal experience, the fire-and-brimstone, "you're going to hell" types make up the minority of Christians. The vast majority of Christians I know are kind and accepting people who, even if they do not agree, respect my spiritual views and don't hit me over the head with their beliefs. I think they are the quiet majority, and it is for those people I make a point of being mindful about how I discuss religion with my kids (and others).