Could you get away with using the AWT components?
Swing is not part of the default Java implementation. AWT is supported but generally, the Swing components were too heavy for the Zaurus.
But, having said that, Sun did release a special version of Java for the Zaurus and I think that it did include a certain set of the Swing components.
There is a third-party group that has made their own library of light-weight components. See http://www.zaval.org/products/lwvcl/demo/index.html
Twiun's Java FAQ site did have more info on other visual component alternatives but the site is down at the moment.