Pool mining Zcash through a VPN of course offers some increased protections, however even a medium skilled adversary can easily just watch the end points and identify users. Tor is resistant against Traffic Analysis, also if your mining to a hidden_service pool, then your traffic will never leave the Tor network.
Downloading the Zcash blockchain over Tor is not really an issue, it’s just slightly slower.
Using Tor is obviously not going to be as quick as a regular internet connection - privacy, anonymity and speed - pick any 2 options. 
Tor (via the torrc) can be configured for optimal speed, when the use case is known i.e. mining Zcash.
Important settings from the tor manual to reference in this regard include LongLivedPorts, where the Zcash / pool mining ports can be included.
See : How can we help? | Tor Project | Support
A mining pool server can also make use of the relatively new Tor HiddenServiceSingleHopMode .
If you are just looking to make regular Tor web browsing ‘faster’ then perhaps take a look at the torrc GeoIP options. Example ; Tor Browser Bundle GeoIP torrc - Anti-Censorship and Freedom of the Press with the additional ‘rocket’ torrc available soon!