As per FAQ on https://www.mfuindia.com/InvestorFAQ
Can my units bought through MFU account be credited to the Depository (DEMAT) Account?
Yes. You need to register your Depository (DEMAT) Account in CAN. During the transaction, you can request for crediting the units in the Depository (DEMAT) Account. MFU will send the instructions along with the transaction and the AMC/RTA will credit the units to your Depository (DEMAT) Account.
So can I use Zerodha account to hold mutual funds purchased on MFU ?