Sim, você pode ativar menu select
:
zstyle ':completion:*' menu select
zmodload zsh/complist
...
# use the vi navigation keys in menu completion
bindkey -M menuselect 'h' vi-backward-char
bindkey -M menuselect 'k' vi-up-line-or-history
bindkey -M menuselect 'l' vi-forward-char
bindkey -M menuselect 'j' vi-down-line-or-history