Yeah, butchering shocker zombies is the main source I’ve found of CBMs. You’ll want survival at 3 or 4 before doing so, though.
Some CBMs are unpowered, so they’ll just work (armor plating, diamond cornea, that sort of thing). Other CBMs are powered, and will require both a form of internal power storage, and a way to charge that storage.
Shocker zombies are supposed to give you CBMs that increase your internal power storage, but due to a typo in 0.4 and earlier, they instead drop CBM: Battery System (which lets you eat batteries to charge your power). That’s been fixed in the git version, though, and the power storage/internal battery CBM has been renamed “CBM: Power Storage” to avoid similar issues in the future.