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The one's that AFS sells are 56mm, I wouldn't think that 2mm would make much difference. For my 11" they are 50mm, the actual ZR1 11" are 36mm.
But for 9.5 all the way around, you should be fine.
I have the AFS wheel package (2x9.5 + 2x11) with the GS offset from AFS.
I can't see running the ZR1 offset 9.5's being a problem. If you were thinking of putting the 11" rims with the ZR1 offset on the rear, they will stick out. My 11's stick out a fraction, but not enough to look stupid. In fact, they make the car look really mean from the rear. There is a noticable difference in the two offset's though. (GS and ZR1)