For our http://gamepieadvance.com/ project, we are trying to get to a build that would require NO soldering. We have a plan for that, but it's not yet proven.
In the meantime, our current DIY kit requires fairly minimal soldering. You need to solder a header onto your Pi Zero, and you can choose to solder a wire depending on how you want to hook up batteries.
Most of the project is hacking on plastic with an Xacto Knife.
