This is a great use case for sub-agents IMO. By default, sub-agents use sonnet. You can have opus orchestrate the various agents and get (close to) the best of both worlds.
Subagents seem pretty similar to using zen mcp w/ OpenRouter but maybe better or at least more turnkey? I'll be checking them out.
Interestingly I found that prompting it to ask the o3 submodel (which they call The Oracle) to check Sonnet's working on a debugging solution was helpful. Extra interesting to me was the fact that Sonnet appeared to do a better job once I'd prompted that (like chain of thought prompting, perhaps asking it to put forward an explanation to be checked actually triggered more effective thinking).
Example: you need to review some code to see if it has proper test coverage.
If you use the "main" context, it'll waste tokens on reading the codebase and running tests to see coverage results.
But if you launch an agent (a subprocess pretty much), it can use a "disposable" context to do that and only return with the relevant data - which bits of the code need more tests.
Now you can either use the main context to implement the tests or if you're feeling really fancy launch another sub-agent to do it.