I'd like that feature too.
Have you tried turning the knob on the fanmate all the way in the other direction? If it's turned down and the BIOS is set to it's lowest setting the fan won't get enough voltage to start, it may not even if the fanmate is turned all the way up because even all the way up the fanmate still cuts the volts a little. Fans usually take more voltage to start than they do to run. When the Zen boots, however, it breifly sends full power to the fan, kick starting it, then lowers the power to whatever you have it set at.
Try setting the FSB to 100mhz and lowering the Vcore to .8250. It's a crap shoot whether or not it'll post set this low, but it doesn't cost anything to try. My 3.0C would post when set this low but my 3.0E required a 105mhz bus before it would post at any Vcore. You'll need to leave the Zen's cover off completely in order to try to run fanless. At 1.4 ghz and .8250 Vcore it'll run fanless under even dual instances of CPUburn. You could try it and see if it still performs at a level you like or not. Once again it doesn't cost anything to try it.
If you decide to stay fanless you'll find a picture of the fan grills I put in the Zens cover over in the Gallery forum, right near the top. Just look for my topic. The fan grills are permanant, however, so I'd leave the cover off and spend some time with it underclocked before I went about cutting holes in the cover.