  Odd-parity error rejection (OPER) can drastically improve the asymptotic key
rate of sending-or-not-sending twin-field (SNS-TF) quantum key distribution
(QKD). However, in practice, the finite key effects have to be considered for
security. Here, we propose a zigzag approach to verify the phase-flip error of
the survived bits after OPER. Based on this, we can take all the finite key
effect efficiently in calculating the non-asymptotic key rate. Numerical
simulation shows that our method here produces the highest key rate over all
distances among all existing methods, improving the key rate by more than
$100\%$ to $3000\%$ in comparison with different prior art methods with typical
experimental setting. Also, we show that with the method here, the SNS-TF QKD
can by far break the the absolute bound of repeater-less key rate with whatever
detection efficiency. We can even reach a non-asymptotic key rate more than
$40$ times of the practical bound and $13$ times of the absolute bound with
$10^{12}$ pulses. Besides, we apply the McDiarmid inequality to estimate the
phase flip error rate, further improving the key rate by more than $20\%$.
