I recently purchased a pHAT-DAC and your solderless header jig from PiHut (you didn't have the former in stock at the time) and installed on my Pi Zero Wireless. Both install and subsequent configuration went flawlessly. I was able to play sounds through both aplay and shairport-sync.
This am, however, the unit stopped playing half-way through a song and looking at dmesg, I saw a bunch of these lines -
bcm2835-dma dma transfer could not be terminated
Shairport doesn't seem to have detected an error, but no sound played. I killed shairport and tried a bunch of aplay and sox/play commands, but nothing produced any sounds. More of the same messages may've been generated, but there were so many that I couldn't tell immediately. In any case, I had to reboot the unit before it would play sounds again.
A brief Google did not produce any insight. From visual inspection, my connections (headers on the Pi0 and pHAT and connection betwixt) look solid. Do you have any ideas of what might be wrong? I haven't had the issue return since the reboot (only been a couple of hours), but am concerned it'll show up again later. Do I have a defective unit? Should I ask for a replacement pHAT? Is the problem likely to be the pHAT or the Pi0?