Note - Having a list of Zell's moves in his Limit Break will help here.

Even at the beginning of the game, Zell has access to all of his moves, including those learned from various Combat King Magazines, during his Duel Limit Break. It's true! Just input the commands whenever you'd normally be able to. (This is where the list of his moves comes in handy.) You can even pull off My Final Heaven, Zell's Ultimate Attack! The downside is that his attack will be so puny at the start of the game, you may just end up laughing at the ammount of damage dealt.