I eat steel cut oats, eaw - and asked the question of Ask Dr. ears, a number of years ago.
Their answer was no difference between cooked and raw steel cut oats.
Kind of nutty, reminds me of Yule Gibbons when Grape Nuts cereal used to be advertised.
(Grape Nuts are not Zone Friendly, i do not eat them, just remind me of.)
As far as Rolled Oats, there are no MORE Zone friendly or LESS Zone friendly.
Either Carbohydrates will be slowly digested and have a stable insulin response, or
they will be fast digesting causing insulin spikes.
One of the goals of the Zone is to help keep your blood sugar stable.
Between 80 and 120 (? units).
When you eat ZONE foods it will spike to no more than 120,
and then remain fairly stable, dropping no less than 80 before your next meal.
Both too high over 120 or too low below 80 causes one to go out of the Zone.
And Carbs and Blood Sugar Stabilization are only part of the equation.
That's why Carbs are balance with quality low-fat Protein and Healthy Fats.
It's OK too have rolled oats, as an unfavorable carb, as long as they make up no more than 25% of your total Carbs as unfavorable.
Hope this helps you understand, better.
Understanding the reason, might help you in your meal planning.