Lots of tracking can still be done.

Pick your poison for the situation, basically. If you really want to stop cross-site tracking for a browsing session, for example, use Cromite, which goes out of its way to actively spoof fingerprinting.

If you are really worried about surveillance for whatever reason, use a Mullad configs

If your ad profile is messed up, use an ad click spoofer instead of uBlock. If you’re concerned about security, use a browser inside a sandbox.

Zen with UBlock is just fine (I use it, sometimes), but there’s really no perfect solution. Keep a few browsers around, like tools for different situations.