I, and I think other people who are into this, tend to not figure a heroine into the picture. It's always been a hero for me, and I think part of that is for the self-insertion factor. I'm fairly certain I got this because of video games, so it makes sense to me that so much of it is bound up in my ability to project into the scene. I think it's why I hate lethality so much; the idea of taking someone's life fills me with horror. That isn't exactly the most erotic of emotions.
When I first started looking around, I was going entirely for images of defeated zakos. Of course I didn't know that term, and almost never found what I was looking for. But over time I've started to really like both. One of my favorite MNL images is this one: 
There's something very appealing about being brought down by being piled on and overwhelmed to me. I guess I don't have to explain it that much, it's pretty easy to get. Your friend and mine Excess M has gone to town with this theme and it's inherent sexual connotations. It's not hard to understand the allure of having a veritable horde of beautiful women all up over you.
But I think what draws a lot of people to the fetish is the innate helplessness of the henchwoman. No matter how trained they are, their role in the story is to be overcome. I mean one of my other favorite MNL images is:

It's weird to me, because I find the fear is both incredibly erotic but also gives me a strong protective urge. I can't really think of many artists that took the idea of being kind to zako and ran with it, though. I think that's just my thing.