Pirates not only have a six-year trophy drought hanging over their heads but also a winless run in their last four cup finals since 2014.
The Buccaneers are up against Bloemfontein Celtic in the MTN8 final in Durban this weekend, and will be hoping to change their fortunes by lifting this trophy for the first time in nine years.
But since lifting the Nedbank Cup in May 2014, the Soweto giants have failed in the 2014 MTN8 final, two successive Nedbank Cup finals in 2016 and 2017 and the Telkom Knockout in 2018.
Zinnbauer, however, is confident he can prepare his charges to win their first cup final under his watch on Saturday evening (18h00 kick-off).
"I think when you lose a game, it's a good experience for you. It's negative, yes, but it's an experience and you can improve this positively," Zinnbauer said in his press conference.
"For me, it's not important how many players have lost a final; for me, it's important that they win a final now, they have an opportunity to win.
"If you are a player and you have a chance, you have to do all that you can. Normally in this type of game, you don't need [extra motivation].
"Normally you open the door and say, 'Now I have a chance to win a final', then you do this, and normally you go out and give more than 100 percent, do all you can and you have a chance [to lift the trophy].
"Maybe you say this is a chance, how many players have the chance to win a title? Now you have it on Saturday and I hope my players do this well, and we have to fight with all we have and we'll have a chance to win a title."