Zoros first on-panel encounter with a Gorosei is clashing with a named attack against Nusjuro. As far as I know the only instance thus far of a Gorosei directly doing something to prevent themselves from taking damage.
Sanjis first on-panel encounter with a Gorosei was him getting eye-diffed by Saturn.
Keep in mind, a large amount of people will to this day claim that Oda intends for Zoro and Sanji to be rivals who are VERY close in power if not equal.