As they are always under Berserk status, they will ignore their AI script and do nothing but attack. Locke can steal Bandannas from them, hats that are far stronger than the Plumed Hats the party is likely equipped with at the time. Stealing from Zaghrem takes a little patience, but is well worth the effort. Placing the party in the back row to minimize damage is helpful while the player attempts to Steal.
Stocking up on Bandanas for later is useful, as they are the most powerful helmet in the game up until the player reaches Nikeah.