Sort of random question, but would there be any way to have Steve build a Zrock2 with pairs of XLRs for inputs and outputs instead of RCAs?

Or am I limited to converting balanced signals to SE, then send them through the zrock2, then convert them back to 'balanced' again?

Using transformers to convert RCA to balanced works well, except that it's still 2 volts or less.  To bring the voltage up to a typical balanced level of 4 to 10 volts would require a gain stage like the ZSTAGE before the transformer.

Building a balanced ZROCK would mean a differential circuit, so basically two ZROCKS.  Just as the ZTPRE is actually two CSP3s, a balanced ZROCK would just be a pair of ZROCKS in a single chassis.

Simply using a pair of ZROCKS would get the job done equally well, all that need be done is wire an XLR jack to a pair of RCA cables where the two signal pins go to each channel.  Do this on the inputs and on the outputs and your done.  Just adjust both units the same which is easy to do with a chicken head knob.

Steve