while read ACCT ; do
echo $ACCT
zgrep -h ^$ACCT datafile.0[2-3]2015.gz >>/tmp/$ACCT.txt
done < /account_list.txt

zcat datafile.0[2-3]2015.gz|grep ^$ACCT>>/tmp/$ACCT.txt...

awk 'NR==FNR { acct[$1]; next }
     $1 in acct { file="/tmp/" $1 ".txt"; print >>file; close(file) }'
    account_list.txt <( zcat datafile.0[2-3]2015.gz )