Zazzie is a fluffy Persian cat with his own Facebook account (AGoat4Zazzie) that has nearly a million followers who love watching his adorable videos. His owner, Simone, is the creator of a crypto currency named Goat. People tip them or buy Zazzie merch using Goats. More recently, a Silicon Valley VC named Reza Dahl invested in Simone's Goat, an investment that was put temporarily at risk thanks to Bob.
They made their debut in Geek Addiction where they showed up briefly during the Necronomicon sequence, reacting to the news that the President was going to make a move against Silicon Valley companies and investors. Sam, one of Penny's fellow patients at the geek rehab clinic, at one point wears a sweatshirt with a photo of Zazzie and she's the one who tells her about him and the Goat.
Zazzie's true nature was revealed in Penny and the Silver Key #3, though not if he and Simone have any hidden agenda apart from trying to get people to use the Goat. And that's all we can write about him for now.