There are many people who use the RPi as a video player and install fans on the board to keep from overheating it. This use is not going to be as demanding for the RPi, but in combination with the CM15, it may produce a lot of heat. Since we know it's a sealed box, this might be a bad idea. Couldn't slots be cut into the side of the CM15 case? If they were small, it would not be a safety issue but obviously it would no longer be UL. Then again, I'm pretty sure adding a RPi into the case and modding the board to accept it might slightly alter its UL anyway.
The Zero W takes up only half of the battery compartment the cover still slides over. Removing the other half of the battery compartment may allow for a small fan if one was worried about over heating.
The holes cut in the case for HDMI, USB, and SD card access have to be slightly bigger to slide the Zero into place anyways, this allows some movement of Air. There is also room for a small heat sink which you can order with the Pi.
The battery cover does have two fake slots which one could open up with a Dremel tool as well which may help.
However that might require more of the battery compartment removed then I did
I've not noticed my cm15 case getting hotter then usual (yet) and I have taken no extra steps for cooling not even a Pi heat sink.
The Pi CM15 mesh has only been running a short time and I'm not taxing the Pi as my HG setup is not extensive (yet)
Only 3 house codes, 8 Security sensors, 4 IP cameras, 2 dusk dawn timers, 2 other timers, Weather underground, and the Energy monitor. No macros configured yet.