Go for it.
I just sold my 11' Zodiac with 50hp a couple of winters ago and bought a Catalina 25 from the Zodiac money. I learned to sail on Lake Powell in 1977 when my dad rented a 16' Hobie for use kids for the entire week. Hobie Cats were available for rental in Bullfrog then,.
Powell has horrible winds for sailing, but it can be done. I'd sail from South to North, in the spring or monsoon season for the winds. June is dead calm and hot. We are pulling our sailboat out of Ridgway SP soon and will take it down to Powell for the winter.
Your sunfish type sail on the Zodiac should be much lower...it will be more stable and a lower sail is faster. I also have two Sunfish right now and I really like them, you can control the sail very easily and sail in heavy (30+) winds where a Hobie Cat cannot.
I seem to remember winds are also around Good Hope Bay, probably because its so close to the Henry Mountains.
Erik