When thinking of Demon Slayer, most people are going to think about Nezuko or one of the other slayers, not necessarily Zenitsu. A big reason for this is that he's a bit of a coward through much of the anime. He's always afraid of dying and being alone when he does. In a lot of ways, he's the comic relief character you need for levity.
However, unlike many characters who fall into that category, he isn't weak. In fact, he's strong enough to take on and defeat Kaigaku, one of the upper moons in Muzan's army. How would he fare if plopped into the world of the Forgotten Realms? With his powers, he could more than overpower a lot of creatures, but there are more than a few that could put up a fight.
10 Destroy: Dire Wolf
This one is a non-contest from the very start. There are very few characters in the series that a mere wolf could stand up to, and most of them are non-combatants. In the case of Zenitsu though, that wolf may as well be a mutton chop searing over a flame. An entire pack of them wouldn't even put up much of a fight to a man who's used to slaying demons. They'd try to surround him, using their pack like mentality, only to get cut down one by one.
9 Put Up Fight: Dragon Turtle
Anything this size is going to be a handful, even for the most powerful of adventures or slayers, in Zenitsu's case. There's a reason the dragon turtle has a challenge rating of 17 and it isn't just due to its size. Its defenses are high thanks to its shell, topping out at a 20 Ac and has more than enough health if you happen to hit it (341 hp). What makes it so dangerous is its steam breath, an ability that can both hit you on land or while trapped in it's more native habitat, sea. It's a creature that would push Zenitsu to the limit.
8 Destroy: Dretch
The dretch isn't the most beautiful looking creature in the lands of the Forgotten Realms. Their ears are grotesque looking, and the multiple mushy noses don't help matters either.
They look like the type of creature that would be harassing a small village, one that would be a little beneath the exploits of Zenitsu. Even the dretch's fetid cloud, a plume of poisonous green gas that flows out of its body, could be that much of a deterrent to the demon slayer.
7 Put Up Fight: Efreeti
An Efreeti is more up Zenitsu's alley, an evil Djinni that may as well be a demon in the slayer's eyes. They have the look of one and wield the power of flames, one spell in particular (hurl of flame) that could do quite a bit of damage if it hit. The rest of the evil djinns abilities provide their own sorts of difficulty as well. From summoning a fire elemental to casting a major illusion and even being able to go invisible if needed. They all add up to Zenitsu needing to use all of his senses to overcome this foe.
6 Destroy: Duergar
The Duergar or gray dwarves have the potential to reach heights high enough to challenge Zenitsu, but their base form provides no contest. They just don't have the tools needed to bring him down unless they tried to swarm him like a hive of goblins. Their invisibility wouldn't provide much when they lack the strength to do serious damage. Even enlargened, they'd do little more than force the slayer to work a little harder rather than truly push him to the limit.
5 Put Up Fight: Erinyes
The Erinyes are a cool and somewhat underutilized monster when it comes to a demonic campaign. The fact they can fly can make them incredibly difficult to deal with, especially when coupled with a magical resistance.
Not to mention their look is great, seeming like fallen angels when they are really the justice bringers of the nine hells. Their ability to parry can be a pain as well, bumping their AC up to 22 on certain attacks. That doesn't even mention the latent poison damage attached to every strike they make.
4
Destroy: Ghast 
Ghasts are the next level zombies, like an evolved creation of necromancy. They aren't that much tougher, in the long run as their hit points, and AC is still very low, thus making them easy skills for a moderate adventurer, let alone someone with the power of Zenitsu. All they have going for them is their stench ability, one that could poison those directly in front of them. Besides that, they are just walking corpses that can be put back into the ground with ease.
3 Put Up Fight: Glabrezu
Glabrezu don't have the same amount of defenses that others on this list do. Their AC and Hp isn't abnormally high for their challenge rating (9). They make up for it's lacking defense with pure offense though. They can attack four different occasions, striking with both its hands and pincers. If it were to hit every time, that could amount to a total of 62 hp gone, more than enough to put a hurt on someone. As far as demons go, they are like the barbarians.
2 Destroy: Grimlock
Grimlocks were originally from the Underdark, the home of the Dark Elves. Due to where they live, they lost their sense of sight, forced to use a keener sense of smell and echolocation to find their prey. Once they do, they fight just like you'd expect of something that large. They swing their club around, hoping it hits something. Their crude way of fighting would result in a very quick battle with Zenitsu who's superior fighting style would win the day.
1 Put Up Fight: Guardian Naga
Naga is a race you don't want to mess with, particularly a guardian. They may not look like much in comparison to some of the other mid to high range foes, but they can tear a party apart. You almost need to have a poison immunity to have any sort of a chance against them as they can transmit it through their bite and spit. What may make them even more dangerous is that like a Lich, they have the capability of coming back to life. With rejuvenation, they will come back in as short of one day, ready and willing to fight once again.