Critical-size bone defects necessitate bone void fillers that should be integrated well and be easily vascularized. One viable option is to use a biocompatible synthetic polymer and sonocoat it with zinc oxide (ZnO) nanoparticles (NPs). However, the ideal NP concentration and size must be assessed because a high dose of ZnO NPs may be toxic. Electrospun PDLLA/PLGA scaffolds were produced with different concentrations (0.5 or 1.0 s of sonocoating) and sizes of ZnO NPs (25 nm and 70 nm). They were characterized by SEM, EDX, ICP-OES, and the water contact angle. Vascularization and integration into the surrounding tissue were assessed with the CAM assay in the living chicken embryo. SEM, EDX, and ICP-OES confirmed the presence of ZnO NPs on polymer fibers. Sonocoated ZnO NPs lowered the WCA compared with the control. Smaller NPs were more pro-angiogenic exhibiting a higher vessel density than the larger NPs. At a lower concentration, less but larger vessels were visible in an environment with a lower cell density. Hence, the favored combination of smaller ZnO NPs at a lower concentration sonocoated on PDLLA/PLGA electrospun meshes leads to an advanced state of tissue integration and vascularization, providing a valuable synthetic bone graft to be used in clinics in the future.