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Concatenated zigzag codes are attractive coding schemes since they offer excellent performance while having relatively low encoding and decoding complexity. Powerful codes are obtained by parallel concatenation of several constituent zigzag codes which encode interleaved versions of the data sequence. This implies a problem in interleaver design: Not only one interleaver which is optimized for iterative decoding is needed but several interleavers are needed. Each of those interleavers should provide good performance of iterative decoding while the interleavers should be mutually as independent as possible. We propose various interleaving strategies which take the specific properties of zigzag codes into consideration. We show the superiority of our proposals in terms of BER performance over straightforward interleaver design approaches such as congruential or s-random interleavers.