Imo, forging a black blade is a testament of one's mastery over CoA. Only those who reach the absolute pinnacle of CoA mastery can do it. And for Zoro to do it in Wano is very plausible, considering Enma's lust for Haki, with Zoro seems to be has a great affinity for CoA. After all Zoro already did unlock the "advanced" version of CoA long back then in Alabasta. Added to that, the fact that he spent 2 years to train with Mihawk (who's one of if not the best at CoA mastery), and that the first thing Mihawk teach Zoro is CoA. And not only the basic idea like what Rayleigh teach Luffy, but he was trained to make a hardening. Which is why until this point of story, no one has been able to broke Zoro's CoA or even prove to be a challenge/hindrance to it. While Luffy on the other hand has had his CoA broken by enemies for numerous times. So, for Zoro to reach the pinnacle of CoA mastery thus forging a black blade in Wano is very possible.