I posted this on bugzilla, and
Philipp Kewisch pointed out that if I set up the calendar as caldav instead of ICS, I can delete appointments no problem...
To do this, create a new calendar in Lightning, which points to your zimbra calendar: ie.
https://zimbra.servername.com/dav/username/calendarname
ALTERNATIVELY:
Zio Tibia (also on bugzilla) reports this workaround for anyone who needs/prefers to use ICS instead of CalDAV with lightning/thunderbird/zimbra:
Workaround:
1. Open event details
2. Go on Options -> Status -> Cancelled
3. Save and Close
Note: this removes the appointment from the server [only] - the appointment doesn't disappear from lightning until you reload the remote calendars
Thanks to Phillipp and Zio!