The Zhanshi profiles have access to a wide variety of weapons, including a SWC-1 for an HMG or SWC-1.5 for a Missile Launcher. But lets face it, at the Zhanshi's underwhelming BS-11 that's probably points down the tube.
So do we just use these troops for order generation? Are they even worth the effort of painting? I mean, the new models are sweet, but are they worth it?
Keep in mind that not all attacks are BS skill based and you find that the Zhanshi WIP-13 is respectable for a Hacker or Forward Observer without spending a ton of points (though Celestial Guard with WIP-14 are +2 points for a Hacker or Lieutenant and +1 point for a Forward Observer). Most units aren't a whole lot better in WIP so 13 is kind of a baseline value. If you can't find a better Lieutenant option a cheap 11 point Zhanshi can fulfill that purpose and won't waste a bunch of points when you keep him hidden to protect your Lieutenant.
The Zhanshi PH-10 is a liability in dodge attempts. Their ARM-1 isn't going to be much help either so be sure to calculate your opponent's to hit values before you decide to dodge. It might just be worth that one risky shot with a Combi Rifle to maim an attacker.
The 13 point Paramedic option is OK if you don't have a doctor. The Zhanshi Yisheng is 2 points more and can have up to 2 Yaozao servants for 3 points each. The Paramedic's target take's a PH-3 roll with a MediKit so that is still a risk, but having a chance of getting a trooper back in the action is better than nothing.
Zhanshi are filler troops. Be sure to pick your prime troops first and then fill in the balance where needed. Its good to have one or two in most lists as they can provide cannon fodder for the enemy while generating regular orders for your main line troopers.
The Zhanshi is a soft target, but usually a low value one. Keep them in cover with lanes of fire if possible, but don't take the prime spot that would be better for a trooper with better BS or a better weapon. You don't want to be wasting orders on Zhanshi so if you can get a decent spot and let them sit that's the best you can hope for. Their ARM-1 isn't much against most of the weapons in the arsenal so adding a +3 bonus for cover will be a nice thing to have.
Active Turn Role
At a minimum, Zhanshi are good for creating regular orders. However, they can also be useful as a sacrificial troop to drawing out a TO Camouflage enemy.
If you don't have any better options (like HMGs from higher BS troops) the Combi Rifle is a decent suppressive fire option.
In ARO a Zhanshi can be an effective shooter - especially if you have multiple troops firing on the enemy. It forces the enemy to split their fire or face a possible hit from a cheap troop. I've had plenty of cases where a Zhanshi with a Combi Rifle has been able to drop a more powerful, higher cost troop with a lucky shot. In effect - if you can shoot from cover - why wouldn't you? The Zhanshi can't dodge very well with the PH-10 so if the enemy is in the open, in the Combi Rifle's favored range (less than 16") it would be a waste not to take the shot. Most enemy won't waste their shots on a Zhanshi so you might be shooting un-opposed.