In my experience, ZeroMQ is very fragile in RPC-like applications, especially because it tries to abstract away the "connection". This mindset is very appropriate when you're doing multicast (and ZeroMQ rocks when doing multicast), but for unicast, I actually want to detect a disconnection or a connection failure and handle it appropriately before my outgoing buffers are choked to death. So, I'd evaluate other alternatives before settling on ZeroMQ as a transport for internal RPC-type messaging.

If you are fine with having the whole message in memory before parsing (or sending) it (Http is not that bad when it comes to transferring huge documents over the network), writing raw MessagePack document to a regular TCP stream (or tucking it inside a UDP datagram) will do the trick just fine. MessagePack library does support parsing streams -- see e.g. its Python example in its homepage (http://msgpack.org).

Disclosure: I'm just a happy MessagePack (and sometimes ZeroMQ) user. I work on Spyne (http://spyne.io) so I just have experience with some of the most popular protocols out there.