How can I convert a time in milliseconds to ZonedDateTime

You can construct a ZonedDateTime from an instant (this uses the system zone ID):

//Instant is time-zone unaware, the below will convert to the given zone
ZonedDateTime zdt = ZonedDateTime.ofInstant(Instant.ofEpochMilli(m), 
                                ZoneId.systemDefault());

And if you need a LocalDateTime instance from that:

//And this date-time will be "local" to the above zone
LocalDateTime ldt = zdt.toLocalDateTime();

ZonedDateTime and LocalDateTime are different.

If you need LocalDateTime, you can do it this way:

long m = ...;
Instant instant = Instant.ofEpochMilli(m);
LocalDateTime localDateTime = LocalDateTime.ofInstant(instant, ZoneId.systemDefault());

Whether you want a ZonedDateTime, LocalDateTime, OffsetDateTime, or LocalDate, the syntax is really the same, and all revolves around applying the milliseconds to an Instant first using Instant.ofEpochMilli(m).

long m = System.currentTimeMillis();

ZonedDateTime  zdt = ZonedDateTime.ofInstant(Instant.ofEpochMilli(m), ZoneId.systemDefault());
LocalDateTime  ldt = LocalDateTime.ofInstant(Instant.ofEpochMilli(m), ZoneId.systemDefault());
OffsetDateTime odt = OffsetDateTime.ofInstant(Instant.ofEpochMilli(m), ZoneId.systemDefault());
LocalDate      ld  = LocalDate.ofInstant(Instant.ofEpochMilli(m), ZoneId.systemDefault());

Printing them would produce something like this:

2018-08-21T12:47:11.991-04:00[America/New_York]
2018-08-21T12:47:11.991
2018-08-21T12:47:11.991-04:00
2018-08-21

Printing the Instant itself would produce:

2018-08-21T16:47:11.991Z