NEC 427.22 requires GFP for heat tracing cables. (or at least monitoting in industrial setup)
Provide a Equipment Ground Fault Protection Device which is less sensitive, 30mA sensitivity, compared to a personnel GFCI device which has 4-6 mA sensitivity.
A personnal GFCI device would have nusiance tripping because of leakge currents in long heating cables.
If all five zones are fed from one circuit breaker, only that CB can have GF protection, but then you will not know which zone has a fault.
There are also control panels available from some manufacturers of heating cables that have built-in GF monitors for each zone. In that case you need to shut trip the breaker upon GF detection.