“Zig-zag” is first attested in English as a garden path layout in 1712.  Its earliest appearance is in German (zickzack), indicating a proper path toward a siege so that the defenders don’t have a clear shot at the besiegers.  In The Hobbit, the term describes the path into well-hidden and well-fortified Rivendell.

• 03.012 in the dusk down the steep zig-zag path

OED reports that it can be two words, one word, or hyphenated.

“zigzag, n., adj., and adv.”. OED Online. Oxford University Press, March 2015. Web. 9 May 2015.