All right... I just checked a a new firmware was available RUT2XX_R_00.01.11.1. This one has a new feature: Package Manager.
I proceded and installed it. The FW upgrade went OK. I now have the Packages option and after installing ZeroTier package, the ZeroTier tab is available in VPN section. So this is really nice. I now have a different problem that LAN connectivity is lost after enabling ZeroTier but that's for another thread.
Kudos for the new FW!!!