So now I managed to generate a Python Wheel, with help from Stefano Fabri, see this thread 1
I installed the wheel on the Raspberry Pi Zero and it actually works, although very slow (as expected).
I am using the example recommended for the Raspberry 1
It only generates one error message, but despite this still continues running. The error message is:
Error in cpuinfo: failed to parse file /sys/devices/system/cpu/kernel_max: "-1
" is not an unsigned number
I managed to narrow it down to the first (only the first!!)  call to the invoke method, within the file image_classifier.py.
Drilling down further the issue must be in the “tflite_runtime.interpreter.Interpreter.invoke.init” section ?
Any advice?
I already changed the default numThreads in classify.py from 4 to 1. This did not make any difference.