Zotero does not have an option to export all PDF files used in a LaTeX document. However, for publishing papers or theses, it might be necessary to provide a comprehensive list of used literature including PDFs. If you don't want to manually select each PDF file the script below provides a way to automate this by parsing the LaTeX generated aux file and finding the PDF in the bib file annotations. Therefore, make sure the "file" field is exported (by default it is).
The python script is provided below. Simply change the file paths at the top of the document. Depending on the used version, the aux syntax might have changed - adjust the regex parsing accordingly if something does not work.
If you find an easier way to achieve this or have a fix, please leave a comment below.