If you'd like to do a reset of the device but retain your configuration settings, simply remove the thermostat from the wall, and pull out one of the batteries for a few seconds.
You can also do a full factory reset, which will delete all your configuration settings and your network connectivity. In order to do this, you need to remove the device from the wall and press the CONFIG button 20 times.
Performing a Factory Reset will reset your ZEN's HVAC-system configuration and all of your preferences and advanced settings changes. You should only do this when instructed by a Zen support center assistant.
If you do a Factory Reset, make sure that you set your configuration code and preferences back to their correct values before replacing the display on the wall.