EXT=(.jpg .png .gif)
EXT=${(j.|.)EXT}    # EXT becomes '.jpg|.png|.gif'
for f in *($EXT); do     # should become '*(.jpg|.png|.gif)' but failed
    process-one-file $f
done

rm -- $file

rm -- "$file"

rm -- $~file_pattern

for f (*($~EXT)) process-one-file $f