Debatable and depends on length of time shortcut has been in use. I can type :wq like a madman. My finger can slide straight from w to q, whereas with double-z, I have to pick my finger up and put it back down. So much movement! What next, you want me to run a marathon?
:wq = <move finger of right hand to Shift> <depress Shift> <move finger of left hand to ;> <press-release ;> <release Shift and move finger of left hand and press w and q>
ZZ = <move 2nd finger of left hand to Shift> <depress Shift> <move index finger of left hand to z> <press-release z twice>
As someone with mildly poor dexterity (and I don't touch-type with all my fingers, I mostly use my index fingers), the second approach looks somewhat more interesting to test.
That's all over the place from a touchtype perspective. 2nd finger? That's a pinkie. And you're supposed to use modifier keys from the opposite hand when available.
So it should be <move right pinkie to hold right Shift> <move left pinkie to hit Z twice>.
I honestly didn't know about ZZ, seems very convenient. :wq! on a qwerty forces the pinkie to travel all the way up to the top row, which is hell. On my home keyboard I use a layer for special characters, which helps, but still I guess I'll stick to ZZ from now on.
Interesting, I will add flexibility too, or maybe hand size. I find it slightly uncomfortable to hit shift and Z simultaneously with solely my left hand, so I hit shift with my right and z with my left. Alternatively, I will simultaneously hit shift + colon with my right, and then do the wq slide as mentioned above. Nice that all hands can be accommodated :)