At the part at the end where you shoot his legs off.
There is a flyby and he drops a smart bomb. And Zurg partialy explodes.
Then all the battries and stuff comes out. When you shoot at the center of the red ship.
Grab all you can but be prepared. when he starts to fly way, shoot at him and follow him, and you must destroy his ship. Focus on the head of his ship slightly to the left, and copy his movement. Pay a little attention to your tracer fire. too. It lets you know if your missing, adjust fire. Zurg moves in a weird crazy 8, lazy S-move type pattern. Once that explodes.
Once he comes out you must grab him (right click) and reel him in. He is the thing in the red circle. Do that and you get the cup evertime.
Hope this is what your looking for.
Also the yellow/black heavy hyper ship seems to be the best to use.
Kings-