OD_CopyPasteExternal is an open source tool that enables seamless copying and pasting between multiple 3D tools, including Blender, MoI 3D and ZBrush.
This is a great and very useful tool for quick creation of models in a different 3D tool (MoI 3D in my case), and easily transferring the result to ZBrush after installing the included ZScript.
Activate ZBrush Preferences ➔ Import Export ➔ Import Mat As Groups to transfer Obj materials to Polygroups.