I'd say at this point the bickering is just their love language. The SHP is more like a found family than a crew, and these two are like brothers that constantly fight but won't hesitate to drop everything to come to each other's aide.
Sanji already tried to sacrifice himself for Zoro specifically.
Zoro wouldn't hesitate do the same.
There's really no need for an indepth exploration their relationship through dialogue because their actions speak volumes.