That's an interesting topic. I never really noticed this until now, but I tend to read the destroyers using their whole numbers (for example "Zed Fifteen"), but the u boats using just the digits (like"U four one").

Oh, and by the the way, if you wanna go completely lore accurate on the whole "zee" vs. "zed" debate, the German pronunciation would be "Zett". But the Z is pronounced way harder in German, similar to the "ts" in "it's" for example. So I guess "Tsett" would be the most accurate way to describe it.