If the database application data is not under its own directory, the following rules apply:
Ensure that the databases are in a consistent state first.
Databases must be quiesced because they have internal buffers to flush to disk. Make sure that the databases in non-global zones have come down before starting the backup from the global zone.
Within each zone, use file system features to make a snapshot of the data, then back up the snapshots directly from the global zone.
This process will minimize elapsed time for the backup window and remove the need for backup clients/modules in all of the zones.