The key here is common sense. :)
As already stated, be careful of fresh cuts on your hands. Too risky. Plus if you haven't noticed, salt burns! haha
Second, there is typically nothing wrong with handling zoas with bare hands. Most people do. If you want, get some surgical gloves without any powders. What I believe is more important than anything else is EYE PROTECTION. I always wear safety glasses when handling zoas outside of the tank. It's much too easy, as demonstrated by the OP, for zoas to squirt at you with no warning. You're done before you even realize what happened. Murphy's Law says it's going straight for your eyes. ;)