I think trying to get British people to pronounce Spanish words correctly may be a quixotic effort :)
Besides, it’s cute when they try, but it’s not like most English people can pronounce French, either.
Almost any. In Spain:
za, ce, ci, zo, zu -> tha,the, thi... as in "think".
In America they'll use the /s/ sound, but because the Internet usage both spellings are understood fine since "El Chavo del Ocho" times in Spain, Mexican/Venezuelan soap operas and, similarly, with todays' 'La Casa de Papel' from Spain overseas.
In a bar I would order "bocadillo con jamon y queso" and they'd say, "Oh, you speak Spanish!"