See the video "behind the headband part 4" here:
Zeo talks a little bit about the difficulty in some instances for them to differentiate between REM and Wake. You might try wearing your headband differently, higher or lower, or perhaps moving the bedside unit further from your bed to change the amplitude of the received signal and see if that helps. If you think about it, lying quietly in bed watching the bedside unit (eyes darting back and forth) probably looks very much like REM to the ZEO algorithm and there may not be much that can be done about it, except not wear the headband before you're ready to go to sleep. I think Zeo is best suited for establishing trends rather than absolutes.
As one who has tried, I can tell you that it's very difficult to increase the amount of deep sleep one obtains. Your PSG should have pointed out any sleep abnormalities such as apnea, PLMD, etc. If so, take care of those first. Do a complete blood work up to determine any vitamin or hormonal deficiencies (such as D3, B12, ferritin, thyroid, etc.), look for other factors which could disturb sleep, light, noise, pain, etc., and most importantly, practice good sleep hygiene and exercise. There are a few drugs which could help as a last, and probably not very effective, resort. You can Google "drugs which promote deep sleep" to get an idea. There are also many drugs which disturb sleep, again try Google. Many drugs, OTC and Rx, used for sleep promotion and maintenance actually have a negative impact on sleep architecture. See here for some examples: http://www.cpaptalk.com/viewtopic.php?f=1&t=68121
See this guy's blog for some ideas analyzing your own data: http://wiredapneic.blogspot.com/
This has been kind of a rambling post, but hopefully it's given you some ideas.