Update the functional options to not use with closures (the Uber Style Guide says so).

Here is an example function:

```go
// Option interface enables functional options on CF
type Option interface {
	apply(*CF) error
}

func ZoneName(name string) Option {
	return zoneNameOption(name)
}

type zoneNameOption string

func (zn zoneNameOption) apply(cf *CF) error {
	name := string(zn)
	id, err := cf.api.ZoneIDByName(name)
	if err != nil {
		return fmt.Errorf("failed to lookup zone id name=%s: %w", name, err)
	}
	cf.zoneID = id
	return nil
}
```