I thought I should bring something up that I completely missed at the inception of this thread. Consider the congruence of ZAMOs in Kerr space-time with 4-velocity field ##u##; the most natural frame field for this congruence is: u = e_{t} = e^{-\nu}(\partial_t + \omega \partial_{\phi})\\ e_{r} = e^{-\mu}\partial_{r}\\ e_{\theta} = e^{-\lambda}\partial_{\theta}\\ e_{\phi} = e^{-\psi}\partial_{\phi} where ##e^{2\nu} = \frac{\rho^2 \Delta}{\Sigma^2}, e^{2\mu} = \frac{\rho^2}{\Delta}, e^{2\psi} = \frac{\Sigma^2}{\rho^2}\sin ^2\theta, e^{2\lambda} = \rho^2, \omega = \frac{2Ma r}{\Sigma^2}## in Boyer–Lindquist coordinates.
For future convenience, let ##\eta = \partial_t + \omega \partial_{\phi}## and let ##\psi^{\mu} = (\partial_{\phi})^{\mu}##. We know that ##\eta_{[\gamma}\nabla_{\mu}\eta_{\nu]} = 0## i.e. that the vorticity satisfies ##\omega^{\mu} = \epsilon^{\mu\nu\gamma\delta}\eta_{\nu}\nabla_{\gamma}\eta_{\delta} = 0##. However keep in mind that ##\nabla_{(\mu}\eta_{\nu)} \neq 0##, that is, the congruence of ZAMOs is
not rigid. This is because the angular velocity ##\omega## is not constant across the entire congruence but rather only along the worldlines of individual ZAMOs.
Note that ##\mathcal{L}_{u}\psi^{\mu} = 0## and ##\psi_{\mu}a^{\mu} = \psi_{\mu}u^{\mu} = 0## where ##a^{\mu}## is the 4-acceleration of the ZAMOs.
Therefore ##h^{\mu}{}{}_{\nu}u^{\gamma}\nabla_{\gamma}(h^{\nu}{}{}_{\delta}\psi^{\delta}) = u^{\gamma}\nabla_{\gamma}\psi^{\mu} = F_{u}\psi^{\mu}## where ##h_{\mu\nu}## is the spatial metric relative to the ZAMOs and ##F_{u}\psi^{\mu}## is the Fermi-Walker derivative along the worldline of an individual ZAMO. Note also that ##F_{u}e^{\mu}_{\phi} = e^{-\psi}F_{u}\psi^{\mu} + \psi^{\mu}(u^{\nu}\partial_{\nu}e^{-\psi}) = e^{-\psi}F_{u}\psi^{\mu}##.
Recall from Malament's text that ##h^{\mu}{}{}_{\nu}u^{\gamma}\nabla_{\gamma}(h^{\nu}{}{}_{\delta}\psi^{\delta}) = 0## if and only if ##\eta_{[\gamma}\nabla_{\mu}\eta_{\nu]} = 0## (see p.223:
http://www.socsci.uci.edu/~dmalamen/bio/GR.pdf). If we apply this proposition to the congruence of ZAMOs and use the results from the previous paragraph then ##\eta_{[\gamma}\nabla_{\mu}\eta_{\nu]} = 0## would imply that ##F_{u}e_{\phi} = 0##.
In other words, a gyroscope carried by a ZAMO observer would not precess relative to the ##e_{\phi}## axis of the natural frame we've attached to this ZAMO. But from exercise 33.4 in MTW, such a gyroscope precesses relative to the ##e_{r}## axis of this frame with an angular velocity ##\Omega^{r} \propto \partial_{\theta}\omega / \rho##. If the gyroscope precesses relative to ##e_r## then it also has to precess relative to ##e_{\phi}##.
There's no contradiction of course because the proposition in Malament's text required ##\eta## to be a Killing field i.e. it required the congruence described by ##\eta## to be rigid
everywhere and not just when restricted to a single ring (see p.221 and p.223). The fact that the congruence of ZAMOs is not rigid (as mentioned before) lends to a gyroscopic precession in the natural ZAMO frame defined above. From exercise 33.4 in MTW we in fact see that the gyroscopic precession in this frame exists only because ##\omega## is not constant
everywhere across the congruence which is exactly what prevents the congruence of ZAMOs from being rigid.
I just thought I should make note of that because I totally missed it the first time I read Malament's text.