Zork Nemesis is pretty badly configured in DOSBox by default. When you go fullscreen, the game screen is tiny inside a huge black border. And the scroll speed is insane (almost unplayable) on a modern fast PC. These can be fixed by editing the DOSBox config.
Steps:
1. Go to the Zork Nemesis folder (from GOG Galaxy, More -> Manage installation -> Show folder).
2. Edit dosboxZorkNemesis.conf in Notepad or another text editor.
3. Under [sdl], change "fullresolution=desktop" to "fullresolution=original".
4. Under [cpu], change "cycles=max" to "cycles=fixed 150000". Optionally also change cycleup and cycledown to "10000".
Now it should occupy most of the screen and scroll appropriately. (Note that changing the CPU cycles is the only way to fix the scroll speed, which may also slow down the loading of areas and make videos more choppy. YMMV.)
You can play with the CPU cycles without restarting the game. Press Alt+Enter to go into a window, then use Ctrl+F11 and Ctrl+F12 to increase and decrease the CPU speed in units of 10000 (which is why I changed cycleup and cycledown). 150000 was a good speed for me.
Note that you can also play ZN in ScummVM which fixes the above problems. I tried this but it has a few issues: firstly, the 3D sound is completely missing (e.g., the water fountain in the temple cloister) and secondly in some dialogue scenes, the music does not stop playing which makes it almost impossible to hear the dialogue (e.g., talking to the alchemists in their coffins). So I think I'll stick to the DOSBox version with the above configuration.