They can’t be used as proof of payments for 3rd parties.
AFAICT you decide who you trust to sign zaps to you, and considering you can check your sats in your wallet, there’s not a lot more to prove.
But if you’re thinking of proving to someone you sent a payment to someone else — then I think it can’t be done.
You could in theory have both sender and receiver sign a receipt— but whether funds were moved or not can only be proved on chain.