I use a small wooden skewer (like for grilling) to get under them and peel them off. It'll be easier if you can remove the rock they're on to do this. Wear gloves to keep their nasty smell off your hands. If you can't remove the rock cut the stalk as low as you can with a razor blade then scrub the remaining flesh with a firm bristle brush. Do a WC afterwards and run carbon.
+1 What trackfast said works if you really need him gone outa your zoas.
After, you can control them. If you want to keep them because face it... non reefers will look past all your designer sps and say woahhh look at it that (xenia)...lol...What I do is glue coral rubble around the xenia colony and when they attach fully to it take that stinky little frag out and give it away.
Matted filefish, along with eating aiptasia, also enjoy polypy coral like xenia. Or anything similarly polypy like gsp so fair warning. Just watch for ammonia spikes as it melts though...
Use a product called fenbendazole. Works wonders and took 3-4 days to eradicate all xenia from my tank a few months back. If you have a petco near your find safe-guard for dogs inthe medication aisle. Make sure the package says "fenbendazole".
All you need is the 2mg packet and 1 gallon of rodi water, mix it well. This gallon should treat about 200 gallons of total system water.