Step 1. Buy a new exhaust pipe...this will give the biggest increase in power ~30%
Step 2. Inspect your transmission for a variator restrictor washer and remove it. I've posted about this in the past. Search the archieve.
If your bike does 30-35 it is resticted, if it does 40+ it does not have any restrictions.
But first just buy a new exhaust.
look at my website for things I've done to my zuma. Click on mopeds