Don't allow direct calls to Microservices. Only allow through API Gateway
Assuming that you have a firewall in place, you could restrict inbound traffic to server to the ports that your Zuul endpoints are exposed on and disallow anyone from accessing the microservices' ports directly.
If you want to avoid going the firewall route, you could force the endpoints to check for a specific HTTP header or something that is set by Zuul prior to forwarding a request, but that would be hacky and easy to circumvent. Based on my past experiences, the "right" way would be to do this via a firewall. Your app should be responsible for dealing with requests. Your firewall should be responsible for deciding who can hit specific endpoints.
Generally, such kind of situation are handled by implementing proper OAuth server wherein only your API gateway will handle the token validation. Any direct call to microservice will not have proper token exchange and hence requests will be aborted.
In case, you have deployed your micro-services on any cloud then you can acheive this by exposing routes to only API gateway. And yes, firewall blocking, IP whitelisting are some of the other ways in restricting the access to your microservices.
Use a reverse proxy. We use Nginx for the same purpose. Api gateways should always be deployed behind a load balancer for production scenarios to avoid the gateway being a single point of failure. Also, the gateway and services are deployed in a VPC.