I guess the most effective way to do this would be via Jack, as it is designed for audio production and thus low latency. See http://libremusicproduction.com/article ... arted-jack
Using JACK will allow you to achieve low latencies with both audio and MIDI. This means that if you are recording an instrument into your computer, you can monitor the audio back through your speakers, or headphones, without any perceivable delay.
I have read that the new Raspbian uses ALSA for Bluetooth Audio instead of Pulseaudio, so I think it would be kind of easier now.
You have to get the Headset running as ALSA device and use it in the jackd Audio Server.
There you can "plug" inputs/outputs of any audio device as you like ... I would test this on a Desktop first, then save/copy configuration to RPi Zero and load it via command line....
I know from personal experience (my wife is hearing impaired and I had to get bluetooth headsets to work in kodi) that bluetooth audio under linux can be a pain in the ass, but you may be lucky and have a device which works well