According to this Reddit thread it sounds like Psi Zombies give experience when they are directly killed by taking damage. Do they also grant experience when the zombie dies indirectly, like killing or disorienting the Sectoid which raised them?
Unfortunately I have no other source than my experiencee from the game, with countless of tries on legend iron man campaigns.
Psi zombies who die indirectly because their controller dies or gets disoriented will show up in the enemies killed statistic at end of the mission. But they do not contribute to any sodier's kill count, unless the zombie is killed directly. If you really can afford the risk, actions, and time it takes, you should try to kill any zombies before finishing their controllers to maximize experience.
The first mission with legend difficulty for example has 8 enemies, one of which is a sectoid. The soldiers' combined personal kills after succesful mission will be 8. The exceptions are a blowing car killing an enemy which will result in less than 8 personal kills, or killing a zombie before its controller which will result in more than 8 personal kills, e.g. 3+3+2+1 for the four soldiers in the post-mission screen when they show up on the Avenger deck.
Edit: added further explanation from my comment below as suggested.