I second the pp who said you can use a safety pin. My dd, when she was around 18 months, learned to unzip her pajamas and got naked one night. Thank goodness she only peed all over her crib, but we started putting her in feety pajamas with a safety pin through the zip-up part and that kept her dressed. You can cut the feet parts off if they cause a problem; when I was a kid we always ended up cutting the feet off of our pajamas because we were too hot.
Good luck finding something that works for you!