.. if a minion uses a Zip Gun to maneuver (so he's committed to use the gun as a strike), he does not take the damage inflicted to himself, if the opposing minion prevents the vampire from actually striking with the gun, for example if the opposing minion plays Immortal Grapple.
The same applies to the situation where the vampire with the Zip Gun has been committed to the strike (by maneuvering), but the gun is stolen or destroyed with First Strike.
The reason is the actual card text of Zip Gun, which states that the "bearer takes 1 damage during strike resolution when striking with this gun". So, if the minion with the Zip Gun cannot strike with the gun anymore (even if was committed to use the gun before), he does not take the damage.
Reference: VtES Usenet Newsgroup.