Some birds are more sensitive to zinc at lower levels than others.
Some cage and toy companies advertize they do not use zinc in their powder coat etc. If the company does not specify, you can contact them and ask. Stainless steel fasteners are safe. As long as you are alert and avoid toys and cages with zinc, it is likely your birds will never have problems. As long as your birds are not making pelleted foods their primary diet, I would not worry about a few red pellets - unless your bird is diagnosed with zinc problems.