In order to achieve the desired behavior I suggest to use the RadDockZone's CSSClass property and assign it to a proper CSS class.
For your convenience I am attaching a sample demo which shows how this should be done. Please, note that in case you use the embedded skins, it is necessary to use the keyword !important in order to override the skin. Note, also, that the attached solution is just a custom one and with some skins which have bigger borders you should change the values for the margins in order to meet your requirements.
the Telerik team