Not a Plesk expert, but generally speaking, anything significantly more complicated than basic A and CNAME record creation in BIND needs to be done in the zone files manually. There's just no good way to slap a pretty interface on that stuff that would make any sense.
I'm not on Plesk but cPanel and it never overwrites the DNS zones. Even if I use it's interface to modify a zone file my edits will remain. I would hope Plesk would do the same as that would cause a lot of people some serious heartache.
Your safest bet is to put all of your changes in a separate file which you include from the main one. That way if Plesk does obliterate your changes, it's only going to be a single, easily recreated "include" statement.
Keeping the whole /etc directory under version control is also usually a pretty good idea.