The events of ZSG occur after RBoE so the minor Vaughn subplot leaves fewer questions if read in that order.
Then again, having fewer questions isn't necessarily more enjoyable. There's a reason most mystery stories don't reveal the killer's identity until the end. I read ZSG first, so I experienced the Vaughn subplot as something that began as a mystery and finally got explained in RBoE. That's just as valid a way to tell a story as the alternative. So no, it really doesn't matter what order you read them in.