There is a beta feature in Zoom (version 5.2.0 and higher) that is easy to miss but can make for a slightly more exciting way to share slides. When sharing your screen, try clicking on the "Advanced" tab (top center) to reveal several useful options:
There is a beta feature, "Slides as Virtual Background," that lets you choose a slide presentation. Sadly, it only supports PowerPoint presentations at the moment. This is strange because it first converts the PPTX to a PDF and then displays the PDF instead (which means your animations and slide transitions will be removed). So it seems like they should be able to support a PDF directly. I am hoping that will be added in the future.
Once you select a presentation, it will display behind you. It shows you a slide advancer (to move through your presentation). It also allows you to move yourself around the slide and re-scale your size. You can do this live, which lets you place yourself next to important features of the slide (or move yourself off of important features). By default, it scales you down and puts you in the bottom right corner.
Again, this will be much nicer when it supports PDF's in general (as opposed to just PPTX).
CAVEAT ABOUT RECORDINGS: For now, the merged video (showing speaker on top of slides) will only record if you select to record locally. Cloud recordings will capture the unmerged view. I suspect that eventually they will implement this feature in their cloud backend and the merged view will be able to be seen there too. However, at least for now, if you do this and want it recorded, make sure that you record locally.