I'm pretty sure I've read some zombie stories that brought up that very idea, killing the zombies in fun ways just because they were bored. One I can think of would be Newsflesh. Not about boredom per se, but humanity has learnt to more-or-less coexist with the Z virus. Post-post-apocalyptic setting. Killing zombies in fun and novel ways isn't the theme, but comes up now and then. Really interesting novel.