Dobey made the semi-final last year and the quarters of both tournaments before, but was tested at Alexandra Palace on Tuesday afternoon.
The eighth seed dropped the second set but managed to rebound to post a 92 average and six 180s despite some checkout trouble.
'Hollywood' Dobey, 35, swept the first set untroubled by nailing all three darts to check out in each leg.
Trades of breaks kicked off the second and Zong then held his throw and took the leg with six perfect darts as he threatened a nine-darter.
Both players had chances to check out on scores of 10 but made hashes of it, until Zong nailed double one to put a set on the board.
Dobey missed 15 attempts at double in the previous set, but his scoring average rose to 107.13 in the next, allowing him to clinch frame 3-1 and gain a 2-1 match lead.
The power scoring continued into the fourth set as Dobey rattled down to 41, taking it out on double 16 for the win.
Soutar stumbles but wins epic
Soutar missed 15 match darts and faced four from Finland's Harju to stumble to a 3-2 win in a marathon and wild clash in the session's opener.
The Scot was cruising after strolling the first two sets with a 107.36 average until debutant Harju rallied to force a decider, with a now wobbling Soutar squandering 10 darts to win in the fourth.
Soutar staved off elimination in the sixth leg of set five and was then throwing to win after a 112 break, but Harju came back and a sudden-death leg was required.
Following a break of throw and needing to get rid of 45, 'Soots' finally got the job done on his 16th attempt and now faces Dutch star Gian van Veen in the second round.
The entertaining Scott Williams put on a show with some exhibition-like darts in his 3-0 win over the Philippines' Paolo Nebrida.
The 2024 World Championship semi-finalist was in the mood from the start and landed a no-look 180 in a dominant first set where he made all three checkouts.
'Shaggy' Williams sealed the deal on double 18 twice to remove 92, ending with an average just below 100, four maximums and a 64 per cent checkout rate.
Justin Hood sealed a 3-0 win against Wales' Nick Kenny in a masterful debut where he averaged just under 100 and fired five 180s.
'Happy Feet' Hood also threatened to land a nine-darter with seven perfect arrows in the second set.
Tuesday's PDC World Darts Championship results
Scott Williams 3-0 Paolo Nebrida