Of course the best way is to identify it prior to putting anything in the pot; however, as noted above, this is not as easy as it sounds and takes a lot of time. The "drop" test works but it is most effective on LARGE weights. When you get to the smaller ones, the spring steel clip get in the way and often hits the concrete surface giving you a false sound. Some folks use a set of metal shears and give each weight a cut -- those cut easy are lead and those that do not are zinc -- those that want cut at all are steel.
Probably the most productive way is to let them float to the top in your melt. However, there are a couple tricks you need to be familiar with in doing this. SAFETY -- your weights must be DRY with NO moisture on them.
Most people put the weights in their pot and turn the heat all the way up until they begin to melt. Nothing wrong with this except there may be some zinc in those weights and they just got melted! I would suggest you identify some lead weights either by using the drop test or by cutting into them -- place them in your post and being to a melt. Once melted, turn the heat down. A temp gauge comes in handy here ... let the melt cool down to around 600-650 and then start adding additional unsorted DRY weights a few at time. Keep the temp below 700 and the zinc will not melt. It along with the steel will float to the top along with the clips and other trash.
Again, SAFETY -- wear full body protection (gloves, safety glasses, long sleeves, long pants that cover the top of your shoes/boots) when adding anything to a pot of molten lead. The smallest amount of moisture that gets below the surface of the lead will announce the "tinsel fairy" and she can be unforgiving ...
This takes a little more time to complete your melt but it should be zinc free.
Do not worry about a little zinc. Zinc ain't that bad unless you get a lot of it in your mix. A little will hurt nothing. I remember once (first started casting) I was melting some weights and had a bunch that just would not melt. I cursed for a moment or two and then turned the heat all the way up saying "I'll get these da,,, things melted!" and I did ... zinc!! Never could get this batch of lead to make really good boolits. Later I took the remainder of the batch and added it to other batches when I melted. I diluted the zinc and it seemed to cast better after that.
What I am seeing lately in the wheel weights is a lot of iron weights. These want present a problem except you wish they were lead!!
Now go out and cast some boolits!!