Could I make a map manually using the full world map on the web, then use it in-game either as is or to fill in the words? Or am I going to have to tough it or give in and buy a map?

You can use a set of bitmaps and just have them displayed beside your zMUD terminal window, or you can customize the automapper and make maps in zMUD for speedwalking.

I sell configuration scripts for the automapper and my maps are also available. I'm still in the process of redoing my maps, as the database was corrupted by zMUD recently and all my backup copies became corrupted before I noticed the problem. My new maps have much nicer colors and the speedwalking is pretty good.