Either position of the adverb is immaterial. For more complicated sentences it can change the meaning, but in a simple sentence like this is makes no difference. It's a little old-fashioned, or literary, but you can also have:
Shamelessly he punched the zombies
If you don't mind adding an extra word, there's at least one other option, too, though it changes the nuance significantly:
He punched shamelessly at the zombies.
In that case, you change the object into an adverbial prepositional phrase acting as complement, which changes the meaning a little, admitting more possible understandings.
Basically, in a simple SVO sentence, you can put an adverb at the beginning, between the subject and the verb, or after the object.