I`m wondering if anyone has tried to update zlib on their plesk machine since the vuln was announced.

I really want to get this cleared up, but I`m afraid of breaking anything which plesk relies upon.

Anyone brave enough to have attempted it yet ?

It works fine for me (but I don't use plesk). I don't see any reason why it'd hurt plesk. Just get the updated RPM and install.

but don't you then have to recompile all your programs that use zlib to use the new version?

I've seen some references saying that "lots of software" links zlib statically (which would mean that you'd have to update the package). I assume that if any RPM package needed updating, it would be announced as a separate security update for that package. But I'm not sure how many packages really do static linking to zlib; I've heard of none that are in the critical security perimeter, suspect it might be mostly image manipulation and such.

OpenSSH had no problems with the zlib update from RedHat. I use up2date, and the recent OpenSSH and the zlib patches both worked fine for me.