You are correct, zrok doesn't support mutual TLS. zrok is the free offering that NetFoundry supports so it's easy to see why you looked there for information.
The productized version, NetFoundry Frontdoor (doc here https://netfoundry.io/docs/frontdoor/how-to-guides/create-mt...) is what offers mutual TLS support.
It'll still terminate TLS at the servers, though. It's not mTLS all the way through to the endpoint.