Zoro's sense of direction isn't actually all that bad, okay, so there are some things that don't make sense in navigation, like why north isn't up and other such things. But if anything the incomprehensibility of maps and naviation just proved that Nami was indeed a sea witch.
But there have been times when Zoro has got lost and found his way back to the ship again all by himself, because really, the ship is always in the water and on an island there's only so much shoreline to get lost on before you find the ship again. But when he does find the ship again he'll turn the other way and walk off and get lost again on purpose, provided his nakama aren't in any danger of course. Because when he gets lost it is invariably Sanji who stalks off from the others to find him and when he does he shouts at Zoro and grumbles the whole way back to the ship.
But Zoro likes that, he likes that when Sanji finds him that he's sought him out. He likes that for once Sanji had been doing something just for him. And when they walk back to the ship Zoro has Sanji to himself entirely for a change. Sometimes the cook berates him for being so dumb, sometimes Sanji doesn't talk to him at all and they spend the walk back in an angry silence because Zoro has wasted Sanji's precious time. But sometimes if Sanji's in a good mood they'll talk, perhaps about the island that they're on, perhaps about something dumb that Luffy's done. Zoro doesn't care what they talk about because when they chat it seems to be the one time that Sanji will be civil to him without prompting.
They don't always talk though, sometimes Sanji will find Zoro sitting down somewhere incredibly far away from where he was supposed to be and he'll just look at Zoro. He'll sigh, light a cigarette and jerk his head towards the way he came and just say 'come on then' and they'll walk back in a comfortable silence. And Zoro likes that silence too because then he can just appreciate the cook in quiet, he can focus on the smell of his cigarettes and the way the light shines on his hair.
One time Usopp came to find him instead because Sanji was busy with dinner, and Zoro had been so frustrated and crushed that Sanji didn't come to find him that he deliberately ran off in the wrong direction when Usopp wasn't looking. He nearly spent the whole night out in the dark forest before Sanji found him sitting sadly on a rock by a still pool of water.
"You missed dinner." He had said. Zoro had just grunted and glared at the water, still feeling irrationally sore that Sanji hadn't come to find him himself the first time. Sanji's reflection appeared behind his own and Zoro could smell the scent of dinner clinging to his clothes which still wasn't quite drowned out when the smoke from Sanji's cigarette wafted past his face. Zoro hadn't said anything until Sanji's reflection in the pool disappeared from behind his own. He'd looked around then and Sanji had just quirked an unimpressed eyebrow at him.
"Are you coming or not? I saved you some dinner, it'll be cold now though, stupid marimo." Sanji had tutted. Zoro grinned at that and followed Sanji back to the ship.
Sometimes he wondered if Sanji knew that he got lost on purpose just so Sanji could find him again, but if he did he never said anything. But then again, he never sent anyone else to look for Zoro again.