I actually find xi easy to write, whereas zeta is really hard for me. I think the middle loop of the xi provides an anchor for what I'm aiming for, but zeta ends up as a nondescript squiggle. Sometimes I can't even properly picture what zeta looks like in my head. Is it like a 2, a 5, an S, or a Z? Or a cursive C or an italic G? It's all undifferentiated in my head.
I do still remember the day our math professor taught us both symbols. He did it very purposefully, like he knew it was all riding on him, and we'd all be lost if he didn't pass the arcane knowledge down.