@Jargon Even more different than the X games. The Zero games tend to encourage you to use Zero's sword, which does a lot of damage but obviously puts you in danger of colliding with enemies much more often. You do get a gun (and two or three other unique weapons in each game), and it functions a lot like the X Buster, but it's more of a sidearm.
The MMZ games also have a weird ranking system that grades you after each mission on several categories (speed, enemies killed, damage taken) and it affects what weapons and bonuses you earn. In fact, I seem to remember either the first or second game denying you some nice upgrades if you got a bad grade through the level. Maybe I'm remembering that wrong, but I definitely recall something backwards about it.
You also don't get Robot Master / Maverick style weapons at all, you just get two or three elements to equip to your weapons (and bosses are weak to certain elements) and a few other minor upgrades. The weapons you do get are a bit more versatile, but they have to be leveled-up through repeated use.
Finally, I remember the game being a lot more punishing than the X games. Instant death spikes are pretty common, even during some boss encounters. And that doesn't combine well with the smaller screen space.
If you can get the feel of the game, it's a lot of fun to zip around and slice enemies up with Zero. But while it feels vaguely similar to the X games, it's a fairly big adjustment.
EDIT: I agree with Zero, the ZX duo have the feel of the Zero games without some of their worse frustrations. The Metroidvania-style map is pretty bad, but it's worth putting up with.