Nope, so far he has never called him by his name, it was even referenced in a SBS with oda: SBS Volume 73, Chapter 729, Pg. 162
The user counted (with frequency) the various names that Zoro and Sanji used for each other. This was covered till Volume 66 of the manga so far.
Original quote and Editor Notes below: D: Dokusha (Reader); O: Oda
D: Zoro and Sanji are always fighting! I was reading One Piece and thought it was odd that Zoro never seems to refer Sanji by his name, so I went back and checked! I counted them up from Volume 5 to 66! Here are the results, ranked by frequency!!![..] In conclusion, Sanji does in fact refer to Zoro by name, but Zoro does not return the favor! P.N. Little Marron
O: ...Okay. Thank you very much, Little Marron! So you counted them all... This was very fun to read! Some of these terms made me wonder when they'd said these things. Indeed, I have trouble imagining Zoro calling him "Sanji" by name. Not once, eh? Wow. Well, they might not get along well, but they're both valuable, trustworthy men who have Luffy's back. So let's forgive them their squabbles (laughs).
Page 162: In the VIZ Manga, Zoro does call Sanji by his name a few times for the sake of context, but he does not say "Sanji" explicitly in the original Japanese.