To follow up on #579 - I don't know why it was considered completed, as there is no resolution mentioned in the issue.
I still experience this issue with zx 8.2.4.
To replicate, make a file called test.mjs with one line:
.. then make a symlink to the file with ln test.mjs test, and run with zx test.
You'll start seeing a copy of test.mjs for every execution, showing up in the directory with names like:
test-zz5yo0hugt.mjs
test-ysdh5sy58g.mjs