Endermen can only pick up the following blocks [source](https://minecraft.wiki/w/Enderman#Moving_blocks)

 - Grass Block
 - Dirt
 - Mycelium
 - Sand
 - Gravel
 - Clay
 - Dandelion
 - Rose
 - Brown Mushroom
 - Red Mushroom
 - Cactus
 - Pumpkin
 - Melon
 - TNT

As long as you make zoo out of something else (like cobblestone, fences, wood etc...) the Endermen should not be able to break your zoo.

Note however the Endermen have the ability to teleport - this is probably why they are escaping.  To my knowledge the Endermen will teleport to *any* available space, regardless of what blocks are between those two points.  The only way I can think of to prevent the Endermen from teleporting would be to invalidate all of the potential teleport destinations within [teleport range](https://gaming.stackexchange.com/questions/49862/how-far-can-an-enderman-move-in-one-teleport) of the zoo, for example by getting rid of any 3-high spaces (Endermen are 3 blocks high and so can only teleport into 3 block high spaces)

Also the Endermen can [despawn](https://gaming.stackexchange.com/questions/21444/when-do-mobs-despawn-in-minecraft), and so could also "escape" that way.