Just in case anyone else has the same problem, I couldn't get this to work - it just wouldn't show as a device in Balena Cloud. I worked out that it wasn't connecting to my router. Firstly I made sure my router was using 2.4Ghz as the Pi Zero can't connect to 5 Ghz, however it still didn't work. I eventually found out that it is because my router SSID contains a special character - I was able to go into the files on the SD card and manually enter my SSID and this fixed it.
Anyway, working now and love it! Thanks!