I have successfully used 16 relay module ZL-RRL16-24-2 with BX-16TD2 and ZL-BXEM-CBL20 to do what I think you are trying to do.
I agree, ziplink modules tend to waste space, wire either at the PLC terminals or yet another terminal block. I do usually like the ziplink pigtails, which I can then wire to my own terminal blocks in my desired layout. If only the wires weren't 24 gauge...