I tried following your instructions and kept getting an authentification failure message when I entered my zoho.com password. I also tried the password for the email account, as configured with my webhosting service, but still no luck.
I then realized that your instructions only work with my firstname.lastname@example.org address (that I never use but is there by default in Zoho Mail), and not with the 2 other addresses I have configured in Zoho mail which I use on a daily basis (email@example.com).
Any ideas as to how I can link these 2 addresses from Zoho Mail to Gmail?
Thanks for your help.