Without seeing them I can only guess that it's probably not a good idea to separate them. As a matter of fact, I'd do as little to disturb the roots as you can when transplanting. Keep the root ball moist for the next few weeks.

If the roots are very badly encircled, you can take a sharp knife and make several vertical scores (not overly deep) to encourage rapid root branching.

Thanks, that's the answer I was expecting.
I read somewhere after I posted this that zinnias do not like their roots disturbed.