The Serbia international has struggled to adapt to English football since his £6million summer move from Valencia but there have been signs in recent games that Zigic is starting to come to terms with its demands.
"He scored a goal that was disallowed (against Aston Villa) - and should not have been - set up a great chance for Cameron Jerome with a defence-splitting pass and then scored the winning goal.That would have done wonders to his confidence and I think the fans are at least warming to the big fellow," said McLeish.
He scored the winner in the Carling Cup quarter-final win over Aston Villa and set up Craig Gardner's equaliser in the weekend draw with Tottenham at St Andrew's.
McLeish said: "The game against Tottenham was the best that Ziggy has done and he won everything in the air.
"We are really delighted with the big fellow's progress and there were also good signs against Villa.
McLeish added: "He has had to adapt to the English game and it has taken time.
"For Valencia and Serbia, I doubt if he heads a ball more than four times in an entire game.
"It's a different style of play for him over here but he is getting there and taking on board that I want him to be more aggressive."