There is nothing wrong with using an untagged vlan for the DMZ zone (that is what you seem to be saying...). There is no real difference between tagged and untagged vlans.
But do make absolutely sure that your switch is NOT using the default untagged VLAN (typically 1 or 0) for anything. (It often is the management interface.)
If you create more than one untagged vlan these vlans are effectively the same vlan.
Some switches won't even let you make multiple untagged vlans just because of this. (Or you can make multiple but you can only enable one of them.)
What I don't get is why you would want to do this in the first place ?
Just keep it tagged. The switch will remove the tag on outgoing traffic on the access-ports anyway (and tag incoming traffic when it arrives at the access-port).
There is no real need to keep the traffic untagged when traveling inside the switch. In fact, keeping it tagged prevents a lot of potential mistakes and configuration complications.