As a part of “Fun Things You Can Do This Weekend” initiative, ZeroSSL Windows now supports PFX export starting from v0.25 of Windows binaries released today (or yesterday, depending on your time zone). Just add --export-pfx Your_PFX_Password option when issuing or renewing a certificate and a pfx file will be saved along with the regular PEM files.
Hopefully that should make life of IIS users a bit easier, eliminating the need to convert resulting certificates to PFX using OpenSSL, pvk2pfx or other tools.