They most certainly do! Anything embiled into the body, be it vegetable meat or brains, is passed through the digestive system and passed from the body. Now Zombies lack the receptors in the intestine that signal the brain that they have received said brain. So sadly all brains they eat pass through their intestines and their simple mind never changes the chemical that lowers their brain satiety level. Thus the ongoing overpowering lust for more brains.