Add all.sh components with ZLIB enabled

ZLIB support is deprecated, but until it's removed it should still be tested.
diff --git a/tests/scripts/all.sh b/tests/scripts/all.sh
index 8f25c6b..873b2bc 100755
--- a/tests/scripts/all.sh
+++ b/tests/scripts/all.sh
@@ -652,6 +652,31 @@
     if_build_succeeded tests/compat.sh
 }
 
+component_test_zlib_make() {
+    msg "build: zlib enabled, make"
+    scripts/config.pl set MBEDTLS_ZLIB_SUPPORT
+    make ZLIB=1 CFLAGS='-Werror -O1'
+
+    msg "test: main suites (zlib, make)"
+    make test
+
+    msg "test: ssl-opt.sh (zlib, make)"
+    if_build_succeeded tests/ssl-opt.sh
+}
+
+component_test_zlib_cmake() {
+    msg "build: zlib enabled, cmake"
+    scripts/config.pl set MBEDTLS_ZLIB_SUPPORT
+    cmake -D ENABLE_ZLIB_SUPPORT=On -D CMAKE_BUILD_TYPE:String=Check .
+    make
+
+    msg "test: main suites (zlib, cmake)"
+    make test
+
+    msg "test: ssl-opt.sh (zlib, cmake)"
+    if_build_succeeded tests/ssl-opt.sh
+}
+
 component_test_ref_configs () {
     msg "test/build: ref-configs (ASan build)" # ~ 6 min 20s
     CC=gcc cmake -D CMAKE_BUILD_TYPE:String=Asan .