I've had a few games in a row with people in my games asking for my build, so I thought I'd actually make one.
This build is for fun-factor, it is absolutely not the strongest Zenyatta build by a good margin.

SV3K6

Everything revolves around having Flying Kick as both a mobility tool and assassination tool. When paired with Hiking Hoverboots and Satya's Solution, Flying Kick allows for you to move around the map faster than anyone but Lucio. Since the primary items for this build are blue, you can typically afford to buy Booster Jets and Eye of the Spider around round 4. Then you just build survivability and/or lifesteal for your other two weapon slots.
The correct way to play this build is with short flanks. While you can pull off really stupid flanks if you're good enough (aka if the other team is stupid) it's best to play around the other support then using Flying Kick to launch yourself into an aggressive position. Since Zenyatta is mostly silent, it's very easy to rotate around the enemy team unnoticed. By round four you should be able to get multikills every single fight and hard carry your team.
Use Transcendence almost exclusively for survival. You can use it normally, of course, but the most value is found when using it to extend player or turn a trade into survival. I also use Transcendence to set up flanks a lot, waiting until the last second or two to slip around a wall or corner and jump on a backliner.
When attacking someone try to engage with kick into a wall and spam M1 + melee. It really is that easy. With Discord Fever + ~30 Weapon Power squishies should be eliminated in less than two seconds consistently. If you can't kill them quickly, use Flying Kick like you would Tracer blink. Kick around the enemy and take advantage of your mobility advantage. You can also use Flying Kick to get behind someone and boop them towards your team like Lucio.

Ultimately, this is a silly build that still produces a great winrate.