Ethereum seems to be in discussions of implementing zksnarks. Has there been any talks among EOS devs to integrate a privacy layer as such?
Not yet. Block.one is not working on implementing privacy at the protocol level as they're currently focused on scaling the blockchain vertically (i.e. through side chains)
Confidential transactions (CT) could be implemented at the protocol level on eosio-based side-chains, but there has been no public announcement of anyone working on something like this as far as I know.
The standard practice right now is to store and send encrypted data to create a form of privacy, and there's a project called privEOS that attempts to provide native functionality for this. However, this is limited to encrypting metadata and similar additional data, while sender, receiver, and amount of EOS transacted are all public.