Migrate from ADS to Sonicwall TZ

[madmax442]

Need some help migrating from an ASA. The ASA is used with a Cisco Layer 3 switch. The L3 switch has 4 VLANs: LAN, DMZ, SECURE, and WAN-to-LAN transit.
interface Vlan1
description LAN
ip address 192.168.1.1 255.255.255.0
!
interface Vlan2
description SECURE
ip address 192.168.2.1 255.255.255.0
ip access-group SECURE-ACL in
!
interface Vlan3
description DMZ
ip address 192.168.3.1 255.255.255.0
!
interface Vlan4
description WAN-to-LAN
ip address 192.168.4.2 255.255.255.252

The ASA LAN IP is 192.168.4.1, all traffic that's destined for outbound WAN comes thru this interface. The static route statement on the ASA is: route inside 192.168.0.0 255.255.0.0 192.168.4.2.

My question is, should I setup VLANs as virtual interfaces on the Sonicwall LAN zone or just put all the network objects in the LAN zone? The purpose of the VLANs on the L3 switch was to:
LAN allow internet access, std setup.
DMZ, use for external facing servers, like email.
SECURE, no internet access

I don't want to use the Sonicwall as a router because all the LAN traffic between those VLANs will slow way down, the L3 switch is way faster and this is much more efficient.

Any suggestions are appreciated.