For future reference for other ZZR250 owners, there are 2 bolts and 2 rivets on each side of the guard. 1 rivet was gone, the resulting vibration making the others loose. Remove guard (accompanied by much bad language by the Honda Rider), drill out and replace both bottom rivets. Result=great.
Refit guard, go to Camden via Silverdale this morning, stop for hot chocky, the #&!*& is loose AGAIN! Now thinking of replacing rivets with screws, stop me if you can think of a better solution.......