If it's a retro-themed zombie ball, you could dress up as a June Cleaver-esque housewife who has been zombified. Dress, apron, heels, pearls, and zombie makeup. Maybe carry a platter with a fake arm on it or something, and pretend to gnaw on it. Sounds like a fun time!
I like the character names idea. A Professor Plum tart, make some chicken legs or wings (or a whole chicken) and call it peacock for Mrs. Peacock, or cubes of cooked ham with Colonel Mustard *L* Could be fun! And the dagger-shaped cookies or biscuits would also be a nice touch.