Ok sure, I’ll show an example
I’ll describe the steps first.
1.Built a base cage in Maya, then exported as an OBJ.
2.UVmapped the OBJ in HeadusUV layout
3.Brought OBJ back into Maya to tweak UVs.
4.Exported OBJ out of Maya, then imported OBJ into Zbrush 3.1
5.UV checked, then created a morph target. (repeat step 1-5 for every accessories seen on the turtle)
6.Modeled in zbrush.
7.Posed
8.Modeled some more, then added details like alpha brushes etc.
9.Go back to level 1 mesh. This is not the object I imported. Because of the posing, and added geometry, the base mesh changed significantly. I basically ignored the original base mesh I saved in my morph target.
10.Exported level 1 and 2 OBJ from Zbrush.
11.Exported normal map with the zmapper. Exported displacement map with the displacement map plug in. (looks fine in zmapper, but the map itself when viewed, looked distorted on the sides.)
12.Imported all these into Maya and rendered in Mental Ray. Don’t look exactly like Zbrush. 
What I’ve tried.
I tried zmapping normal maps onl level 1, 2 and 3. I dind’t know you can do it on anything except for 1. I’ll post the image of both maps here.
Displacement maps were exported at level 1.