If you want tax relief at source (as you pay the monthly contribution) then you are confined to the Cornmarket route.
If you go some other route (directly with Zurich) you will still get tax relief but only at the end of the tax year when you make a tax return. So if you start contributions in say Jan 2015 and contribute monthly, you can make a tax return in early 2016 (when you might also be claiming for say medical expenses etc) and then get a tax refund.
So you will get tax relief on your AVC contributions but only yearly in arrear.