Alby, work. Mutiny wallet works too, and is self custody, but it's currently in beta, so your mileage may vary.
Discussion
You need to use a wallet that supports Nostr Wallet Connect. Alby, Mutiny, Umbrel, and any LND node with nostr:npub1u8lnhlw5usp3t9vmpz60ejpyt649z33hu82wc2hpv6m5xdqmuxhs46turz 's nostr-wallet-connect-lnd.
Get nostr:npub1xnf02f60r9v0e5kty33a404dm79zr7z2eepyrk5gsq3m7pwvsz2sazlpr5 and connect it with nostr:npub1getal6ykt05fsz5nqu4uld09nfj3y3qxmv8crys4aeut53unfvlqr80nfm. Eventually Zeus will offer a native Lightning address for its non-custodial wallet.
I don't run a lightning node to use with zeus
Word. Will work on setting this up with ddg/mutiny🤙