For all the claims of Lou Zocchi, there's only one way to be sure - science! i.e. Do the experiment and check if his dice are truly more random than his competitors.
How do you do the experiment? Delta's D&D HotSpot is a blog written by a math teacher, and he wrote an article about how to apply Pearson's chi-squared hypothesis testing to this problem.
He then followed it up with an informal experiment, where he applied the testing method to a number of d20 (20 sided = icosahedral) dice he owned. Coincidentally he owned an old d20 die which he believes is one of Lou Zocchi's. Sure enough, it gave the lowest figure of error, informally supporting Zocchi's claims.
Now at the end, I tested what I presumed would be the weakest die in my collection: an older translucent red d20, with sharp edges, that I had to color in myself with a crayon. The other dice in this set still show the tab from where it was snapped off the molding sprue (although I can't see it on the d20 itself; these dice are probably from Gamescience). Well, unexpectedly to me, this d20 had the lowest error of the bunch: SSE = 80,
significantly lower than anything else I had in the house, and clearly the fairest-rolling die of anything I tested (P-value = 0.66).
So my theory now would be that a die that has sharp edges is more likely to roll fairly than one that has rounded edges, even though I've been avoiding this "sharp-edged" set for years now because to my eye it looked less professional.
Strike-outs added by me, where the author overstepped what could be safely concluded. See below.
As explained in the comments by @Konrad Rudolph, it is not a valid conclusion from these results to rank the dice by their SSE. The author's calculation of a very large p-value is also in keeping with this statement not being reliable.
All we can conclude is that none of the dice behaved inconsistently with being completely balanced. That's a lot of double-negatives: All the dice appeared fine for the limited results available.
The author didn't test for long enough to conclude any of the dice were actually balanced. In a follow up, he calculates a much longer test would be required.
He didn't test a wide range of brands to confirm all of Zocchi's competitors suffer the same problem.
He didn't test a large sample of dice within the brands to confirm that the quality of the dice were consistent within the batch.
He didn't test each dice over a range of ages to confirm that different dice don't change in quality over time.
It wasn't peer-reviewed and I haven't seen it reproduced.
There is a small but significant risk of Type I errors (i.e. true dice being classified as untrue.) which is one of the reasons to want to see it reproduced.
So the result is better than anecdotal-with-confirmation-bias, but still very limited in its power. I'd like to see someone find a more comprehensive answer.