It wouldn't take a zero-day flaw in the Coldfusion stack for a CF application to have an undocumented vulnerability; in fact, it's much more likely that the vulnerability is in the application code than in the stack itself.
A patch has recently been issued (09 APR 2013) by Adobe for the various versions of ColdFusion:
"This hotfix resolves a vulnerability that could be exploited to impersonate an authenticated user (CVE-2013-1387).
"This hotfix resolves a vulnerability that could be exploited by an unauthorized user to gain access to the ColdFusion administrator console (CVE-2013-1388)."
Depending on who you're talking to, an app-level vulnerability in a Linode management console might be called a "0-day". But it's true that a CF stack flaw is not impossible.
The problem I have balancing the likelihood of CF stack bugs vs. CF app bugs is that I've had to assess a bunch of CF apps, and they're uniformly coded to mid-1990s best practices. No matter how many bugs have been announced in the CF stack, as a betting man my money would always be on CF app bugs.