The answer is as follows. We need to show that
$$I(Z; X)-I(X; Y)\leq H(Z|Y).$$ The rightleft hand side of this is simplified as $H(X|Y)-H(X|Z)$, so we need to show that $H(X|Y)-H(X|Z)\leq H(Z|Y)$. Since conditioning reduces the entropy we have $$H(X|Y)-H(X|Z)\leq H(X|Y)-H(X|Y,Z)=I(X;Z|Y)\leq H(Z|Y).$$