I watched a lot of the suggested videos (thanks again for pointing me to the resource!) and I'd like to share my approach with you.
1. Making the URL-collection extendable later on => Start ZAP wit GUI and save the session.
2. Exploring the application:
2.1.: Manual Exploring
2.2.: Maybe set input values via the Form Handler add-on
2.3.: Spider -> to find links we "forgot" during manual exploring
2.4.: Ajax-Spider -> same
2.5.: Force Browsing to find default settings that might be leftover.
3. Export URL-list
4. Using ZAP in CI/CD with URL-list in Attack-Mode
5. Create report
6. In case of enhancements on the application, restart the session and expand the URL-list accordingly.
Please let me know if this approach does not make any sense.
Bye,
Christian