The doyen of Italian goalkeepers is 50 now, but has hardly changed in the 10 years since he gained immortality by captaining the World Cup winners of 1982. He still looks fit enough to play - and may have to with Valerio Fiori letting in fives.
Fit in body, but stressed in mind. The transition from celebrated player to successful coach is not comfortably made. 'Playing is easy,' he said. 'You know if you are doing well, and you can be happy. As a coach, you have 11 people to worry about, there is no time for anything else, and you can never be completely at ease.
'Ask anyone in Italy. Zoff is a serious man. I have no time to relax and be anything else.'
Seriously lugubrious by this stage, he added: 'A coach is never happy after his team has let in five goals. Look at the president.'
Dino the non-diner nods across the hors-d'oeuvre at the urbane figure of Sergio Cragnotti, two years his senior and the man to whom pounds 5.5m for Paul Gascoigne was small change.
Cragnotti, a merchant banker with business interests in Amsterdam and Brazil, where he lived for 10 years, bought Lazio for pounds 12m last March. He has more than doubled that stake by funding Zoff's transfer dealings and, like all bankers, he is looking for an early return on his investment.
With an interest rate to maintain, he was not about to devalue Serie A by accepting it was a one- horse race, with Milan needing only to stay upright to retain their title.
'Milan are going well,' he said, 'but I certainly don't regard the championship as a foregone conclusion. They are fighting on several fronts, which is not easy. Their players will be playing in the league, the European Cup, the Italian Cup and in the qualifying stages of the World Cup. The strain may tell on them.'
It may also tell on Zoff. While others tucked into the grouse, the coach was developing one of his own. Milan were a class apart in their ability to monopolise the best players, and it would be more difficult than his boss was suggesting to dislodge them from their position of pre-eminence.
They could buy anyone they wanted, he said. They were unbeaten in calcio throughout the whole of last season, and could remain so again unless somebody put a dent in their swaggering confidence. And soon.
What chance would Leeds United have against them, if they were to meet in the European Cup? Zoff ponders long and hard. 'Leeds are a strong team. They are not all long ball any more - not with Cantona. I would give them a 30 per cent chance.'
Cragnotti, meanwhile, was indicating that his minimum expectation was a top-six finish, and a place in Europe next season. Gascoigne had been acquired specifically with that in mind.
Lazio's presidential patron spends two to three months a year in Britain, and has a flat in central London. He never goes to matches here, but had been much impressed by what he had seen, and heard, of England's best player. He said: 'Paul made a huge impression on us during the World Cup, when he was undoubtedly one of the stars of the tournament. Then we kept seeing him on television, playing in the English league. He was clearly one of the best players in the world, and we decided to sign him.'
Gascoigne's Cup final injury had jeopardised the transfer - needlessly, Cragnotti felt. Tottenham, he said, might have exerted more of a calming influence on their volatile playmaker.
'You could see from the television pictures, when the teams were lining up before the game, that Paul was very fired up. That was demonstrated when he made that chest- high tackle (on Garry Parker).
'In retrospect, I think it was unfortunate that the Tottenham bench didn't have a chance to get to him at that stage, and calm him down. He was so emotional that something had to happen.'
After a lost year, Lazio finally got their man. Any regrets? None at all, Cragnotti insisted. 'He added 10,000 to our season-ticket sales, and he has established himself immediately as our fans' hero. That was instantaneous.'
Gazza's stirring comeback for England against Norway 10 days ago had delighted his Roman paymasters, but they were not deluding themselves as to his condition. It would be the new year, in their estimation, before he was fully restored in terms of speed and match fitness.
Meanwhile, they pronounced themselves completely satisfied. Contrary to some of the warnings received, they had signed neither a playboy nor a misfit. 'We have had no problems at all,' Cragnotti said. 'Paul was a great player in England, but he knows that he has still to establish himself as a great player in Italy. Once he has done that, he can start to become a real personality.'
Zoff is quick to agree. 'Now is not the time to worry about him being a playboy. He is working like a dedicated professional, and is down to 79 kilos (12st 6lb) - his best weight. When he is playing as well as he used to, and becomes the best player in Italy, that's when the distractions will be there.'
There were no fears, Cragnotti said, that Gascoigne would go the way of Ian Rush at Juventus, and be packed off home as a failure. 'People told us that British players had difficulty adapting to Italian football, but I've never had any doubts about Paul. The key to it is that he isn't a typical English player. He has much more of the Latin temperament. He is having to adapt to a very different style of football, but I know he can do it.
'Compared with the British game, our football is much more technical. As a midfield player in England, the ball is often flying over your head. With us, there is much more passing and close interplay.'
There has not been too much passing and interplay between Gascoigne and Thomas Doll to date, but Zoff denies talk of an Anglo- German rift. Unconvincingly.
Doll, a marvellous player in his own right, visibly and volubly resents the Englishman's greater popularity among the Lazio legions, but both will continue to be accommodated in the same midfield, and will have to learn to rub along.
Zoff had noted the freedom a minder (David Batty) had allowed Gazza in last week's World Cup tie, and had given some consideration to deploying Claudio Sclosa or Roberto Bacci in the Batty role, but was inclined not to change the balance of the team to benefit one man. However influential.
Serious coach and seriously rich president polished off the coffee on an intriguing note. Neither would have the slightest hesitation in signing another Englishman, and yes, Alan Shearer's scoring exploits with Blackburn were attracting a great deal of interest in Italy.
A second Geordie in Rome? Zoff reached nervously for the Rothmans - smoking rather than researching.