Zerodha provides delivery slips that can be used to transfer shares from Zerodha's demat account to another broker. You can request transfer of your existing holdings when you close your Zerodha demat account.
You will need to complete the paper slips to transfer shares in an off market transaction. Once you are done, you can sign the form and mail it to Zerodha. Zerodha customers can request DIS slips by completing the signed form found in their download section.
Zerodha does not offer online transfers of shares from its Demat account for off-market transactions