First of all, welcome to Newgrounds. It's always wonderful when new talents appear on this site so I hope you'll enjoy your stay here. ^_^
As for your game, it's really not bad at all, especially for a first submission. You've managed to combine the two play styles rather nicely. ^_^
However, one of the things that made Pac-Man a classic was that the character could use an 'energizer', of sorts, to fight back against his pursuers. You *can* roll over weaker zombies when the ball is large enough but, as in Katamari, this can slow the character down and make her easier to capture.
(Believe me, losing a game when you've managed to capture most/all of the maze's treasure stops being fun after a few tries) -_-
Adding a random, single-use item can help (particularly if it's activated via a mouse click or key press, since it allows the player to decide whether or not to use it). It doesn't have to wipe out all of the zombies in the maze but, if it can freeze the strongest zombies for a couple of seconds or clean the weaker ones from the ball (allowing the character to regain speed) or perform some other helpful effect, it can make victory (and exploration of the next area) possible.
Another problem with this game is that, while the mouse can change the character's direction, the arrow it guides also moves around and outside the play area. Because Newgrounds has pop-up menus above the game's screen, a stray mouse-over can block the player's view making an already challenging game almost frustrating. -_-U
Again, thank you for posting this game, Pierrick, but you may want to squish a couple of bugs before starting on your next project. What you've submitted is good but it could be a whole lot better. ^_^