I just started zig-zagging, and I'm worried that after my higher-calorie days I'll show a gain. My highest-calorie day is still lower than my maintenance by about 500 points, but I don't know if it'll show up temporarily. Would it be wiser to weigh weekly instead?

This is my first month weighing daily and recording the results. I decided to do it just to learn more about my body. So far, I haven't noticed higher weight the day after a higher calorie day at all.

Up to you and how you handle it. I weigh daily and just accept that there will be daily fluctuations, regardless of how you structure your cals. If that messes with your head too much then don't weigh daily. Sometimes I get frustated during stalls and I don't weight for a few days, just a personal choice.