@The OutsiderOf course, removing your stories from SoL may help. As would pushing them into Premiere only. However, there is no guarantee that a potential thief hasn't already taken a copy of them with nefarious intent.
However, there is a crucial difference with stories you own if you choose to pursue a copyright infringement claim. Zon, or any other publishing agent, has no way to verify copyright infringement with a third party complaint, as Dominion points out, unless they can contact the author or verified agent in question to ensure that they never agreed to the publication. The work might be licensed. The copyright might have been revoked. The copyright might be public domain by choice. To take action in the absence of verified infringement is opening them up to legal recourse, I would expect. However, in the case of your stories, they *could* contact the author (you) and presumably you would set them straight. We've seen that some active/contactable authors, even within this thread, have had success with that approach.
My original suggestion to approach it as a contract violation does not require the participation of the original author. It may not work, I don't know, but it has a better legal chance than a third party report of copyright violation that cannot be verified except via common sense. Unfortunately, common sense and corporate life mix like oil and water. Same with justice and common sense. We might expect the Zon to notice the mere foreign publication implies contract violation. In that regard, I agree with your frustration, but realistically speaking, in the corporate world, the "copyright violation" hand refuses to speak to "contract enforcement" hand.
Regardless, if you are unwilling to try another approach and seek to protect your work, removing your toys from the game might be the best, or at least most satisfying, action for you, but as you note, such an action is not really punishing the Zon or even teaching them a lesson. They will truly not care. At most, it may disappoint Lazeez and your loyal readers. But, you own the copyright to those works and if you choose to stomp away from the game, bat and ball in hand, methinks most would understand and you are well within your rights to do so, regardless of the reasoning.