The Zhodani was presented in one of the Traveller "Alien" books, meant to be role-played as characters or background for NPCs.
I'd only allow a Zhodani character under two conditions: either the player is playing a Zhodani sleeper agent, or all the players are playing Zhodani in a Zhodani focused campaign.
A Zhodani sleeper agent in a group of players adventuring around the Spinward Marches, this could go several ways, mostly badly, should the Zhodani sleeper be discovered. Not necessarily bad between non-Zhodani players & the Zhodani player, but the powers-that-be in the Marches would probably equate that the entire party is guilty by association!
As for a sleeper agent, this might be very interesting having a Zhodani sleeper agent in the Solomani Rim, part of an adventuring group searching for Lost Terra! The other players probably wouldn't even care if/when the Zhodani character is discovered in their midst, unless they're very anti-psionic Imperial types.
The way I play the Solomani humans, they're not as uptight about psionics as the Imperials are.
Perhaps the Zhodani character is searching for any Imperial Psionics Institutes to recruit psions for Zhodane, or looking for one to hone his/her skills, or, using his/her considerable psionic skills to actually found or teach at a Psionics Institute!
Examining the origins of D&D: 0e, Holmes Basic, Chainmail, Greyhawk, Blackmoor, Eldritch Wizardry, DDG&H, Swords & Spells & implementing house rules... Prime Requisite Blogspot