I have assembled all three Mechs - Zeus ZEU-6S (20-814), Zeus-X ZEU-9WD (20-998) and the Zeus -X Stacy in the Black Widow Company Lance (10-035).
By far I found the Zeus X-Stacy in the lance pack the easiest to assemble and paint - I would recommend this miniature. Hopefully you can use the other mechs in the pack too.
Cheers,
Rob
Oddly, I found the same to be true (though i don't own a standard Zeus). The 'X' is a pain- those fins just don't like to fit on the miniature. The Church model, however, is just a body and two arms- no fins to fit on, which means they don't pop off when you lift the miniature either. They're much thicker as well, so they don't bend easily- which makes this a much better tabletop model. And, of course, it has great detail, better than the X does in my opinion. The only drawback, of course, is that it means buying the whole Wolf & Blake set to get it- so it takes a bit more financial commitment. But, that also does mean getting the other Mechs, and there's not much bad about that in the end, right?
However, to answer the original question, Church's Mech is a totally different sculpt than the other two, and the arms are a LOT bigger-enough to the point that I'd say interchanging isn't going to look good, at least glancing at my assault Mech shelf. :-\