During upgrading, OpenX create many temporary tables. These tables usually starts with z_ followed by many random characters.
If the upgrading process passed without any issues and OpenX works fine next few days you are free to delete tables with z_ prefix.
How to delete z_ tables in OpenX database
You can delete OpenX z_ tables using user interface
1) Login as Administrator (read here how to login with administrator privileges in OpenX)
2) Click 'Product Updates' admin tab
3) Choose "Manage Past Updates and Backups"
4) All past updates will be listed below
5) Click the "Delete Artifacts" button to delete old files and tables