When using the latest ZSH and RVM on Mac OS X 10.7.4 ZSH complains about this:
__rvm_cleanse_variables: function definition file not found
To disable the .zcompdump* file(s), you could look in your .zshrc (or /etc/zsh/* files) for compinit and add the -D flag.
.zcompdump*
.zshrc
/etc/zsh/* files
compinit
-D
This might be better than creating the files and deleting them at every login.
(source: http://www.csse.uwa.edu.au/programming/linux/zsh-doc/zsh_23.html)