Mot I have the same problem with static buildup; it definitly occurs during playback as I too use Zerostat, followed by a blast of canned air for final dustoff before cueing up. Also I use a dab of Last stylus cleaner. I know that my arm is grounded & there's metal-to-metal contact from the arm base to the metal TT deck, which connects to the metal bearing carrier. I'll consider trying the direct grounding approach, but I want to verify (with an ohm-meter) that the bearing is in fact already grounded as I believe that it should be.
Really makes you wonder when you go to remove the previously-neutralized LP & the TT mat then clings directly to it, releasing with mega pops & crackles as the record is lifted away. Surprised that I don't hear static-discharge-distortion pops & crackles during the actual playback.