I thought some might be interested in this.
I asked the deacon today why he wears a zucchetto during Mass? He said because he's an inveterate hat/cap wearer outside of Mass and that wearing the zucchetto during Mass feels comfortable to him, particularly when it's cold inside the cathedral. He told me he wears one as well outside of Mass in conjunction with a cassock.
He said there is absolutely no problem with either his bishop or the rector of the cathedral regarding wearing the zucchetto. He said he has received gifts of new zucchettos from regulars at the cathedral since he was been ordained some years ago.