A zero ohm resistor (a.k.a. jumper) is a conductor. A piece of wire. A short piece of wire may have negligible resistance, but you can look at the resistivity: ohms per unit distance. If a wire is asked to carry too much current for its resistivity (and other attributes), then its temperature can rise, and that can happen to the point that it damages the circuit or even starts a fire. You wouldn't run small-signal hookup wire to a household socket, right? The conductor has to have the appropriate load carrying capacity for the current and for the application.
At only 200 mA, you do not have to worry about current, if you are using bare wire. According to the load capacity table in the Handbook of Electronic Tables and Formulas for American Wire Gauge, even 36 gauge wire can carry 200 mA when it's used for chassis wiring (not bundled into a cable for power transmission). This is only 5 mils thick. Some human hair is that thick, evidently.
Basically, you can use the clipped off terminal from just about any passive component as a jumper that will handle more than 200 mA.
22 gauge wire is about 25 mils thick and will take 7 amps. That's still thin enough to fit through 25 mil holes on a PCB, so why not use something close to that size. The less resistance, the better.
On the other hand, anything with significantly less resistivity than the PCB traces it is soldered to is overkill.