Not by the Direct Method.
Too much to hope for, that this was recorded and saved.

From the Times-Picayune of New Orleans, 2 November 1937:

Thrill—The inside story of zombies, Haiti’s “living dead,” will be dramatized as Charles Martin’s “thrill of the week” on the program over NBC-WSMB at 7 p.m. And the first zombie ever to broadcast, Juano Robez, will be presented at the microphone.