Well, you will certainly need to upload the complete version of Zenphoto each time. While there may be files that have not changed, unless you are skilled at detecting which ones and have the time to do so you will certainly "brick" your installation if you do not do so.
It should no longer be necessary to remove the prior version of Zenphoto. Instead Setup will tell you what files do not belong and allow you to remove just them. This is a feature introduced with the 1.4 series of Zenphoto. We have not yet changed the upgrading instructions as they still work (even if removing the files is not needed) and they apply to earlier versions of Zenphoto.
I am not sure what happened to you on your previous upgrade. But if you did "jump" a large span of releases that is probably the culpret, not removing the existing files before uploading the new ones.
We do try to make upgrades work across all releases. Unfortunately we have no where near the resources to test these permutations. So, a bug can creep in where release X has a dependency on some migration that occured in release Y but is no longer being perfomed. If you somehow skip over release Y you may encounter that bug. Of course, if you report the problem we can make sure that it will not occur in release X+1.
BTW, this "release skipping" issue will not apply to the bug fix releases (e.g. 1.4.0.1, 1.4.0.2, etc.) You can safely skip them if you do not care about the bugs they fix.