Now, after a heck of a lot of Linux Kernel documentation digging/hunting around, I have stumbled across what seems to be a very little known kernel cmdline parameter. This parameter allows us to do all the configuration on the /boot partition, which is formatted FAT32 and readable on Windows/Mac/Linux (vs normal root partition only being readable with Linux).
You can now set up a virtual network connection between your Raspberry Pi Zero and normal PC using a single USB cable in a matter of seconds, without the need for any extra hardware!
No need for an HDMI screen, keyboard, mouse etc, all with stock Raspbian Jessie lite or full.
You can then SSH into the Raspberry Pi Zero, copy files with SFTP or use VNC (extra installation required).