As long as you are aware of the risks you are accepting. Setting up a properly airgapped device and keeping it permanently airgapped is much harder than using a hardware wallet safely, although certainly easier starting with a Pi Zero since there is connectivity hardware to start with. And although you might eliminate the attack vectors against certain hardware wallet vulnerabilities, you are introducing new attack vectors which can be used to extract data from airgapped devices.

If it fits your threat model, then great, but just make sure you have fully examined your threat model.

You should always purchase direct from the retailer. Further, many hardware wallets provide instructions or steps on how to verify the integrity of the wallet before you start using it.