No, the version of J2ME available for the Zaurus uses a different profile (PP) than what is used in phones (MIDP). Technically, MIDP is a subset of PP but it has extension packages which, as far as I know, are not available for the Zaurus - mainly javax.microedition.lcdui and related.
I once wrote a proof-of-concept game that ran on both the Zaurus and a J2ME phone but it required an abstraction layer to sort out the platform differences.
z.