The Zeus Gag is a phrase said by random characters in this show. Either the characters actually meant the phrase or they were just fooling. But, fooling or not, Zeus appears either striking a pink thunderbolt at the sayer which knocks the person out or the Zeus says a comment and does nothing which leads the character to conclusion. This is a copyright to "Adventures from the Book of Virtues".
The phrase is said to Phaeton to tell Zeus to kill him because he's causing chaos through heaven and earth when riding his father, Apollo's, chariot:
Oh Zeus! Throw your Thunderbolt! In this Madness before all becomes Chaos!