  The R&D activity performed during the last years proved the potential of ZnSe
scintillating bolometers to the search for neutrino-less double beta decay,
motivating the realization of the first large-mass experiment based on this
technology: CUPID-0. The isotopic enrichment in $^{82}$Se, the Zn$^{82}$Se
crystals growth, as well as the light detectors production have been
accomplished, and the experiment is now in construction at Laboratori Nazionali
del Gran Sasso (Italy). In this paper we present the results obtained testing
the first three Zn$^{82}$Se crystals operated as scintillating bolometers, and
we prove that their performance in terms of energy resolution, background
rejection capability and intrinsic radio-purity complies with the requirements
of CUPID-0.
