So the 5th level Agent of the grave reads:
Undeath Initiate (Ex)
At 5th level, an Agent of the Grave has prepared his body and mind for the transition into undeath. He gains a +5 bonus on any ability check, skill check, or saving throw related to the process of transforming into an undead creature. This bonus can be used on any check related to becoming a creature like a lich (the process of which is largely left up to the GM’s discretion). Additionally, if slain by an undead creature with the create spawn ability, the agent of death retains his Intelligence (regardless of the type of undead he is transformed into) and free will (he is never under the control of the creature that killed him). Unless otherwise noted by the undead creature’s create spawn ability, the newly created undead Agent of the Grave loses all of his class levels. This makes transformation into a lich and vampire among the most appealing options for an Agent of the Grave seeking undeath.
Meaning if the “players” were slain by zombies they would be intelligent zombies or other undead. My idea for a mini adventure is the players were all part of a death cult that had full 5 levels of Agent of Grave. They failed a mission in backstory and as punishment where turned To undead (Skeletons, zombies, etc) but now all levels are reset and they are not mindless undead. This is where the fuel for the idea has stopped. Where should I go with this mini adventure? Revenge against cult and be undead heros? Attempted redemption? I don’t know but the root idea of playing intelligent undead I think would be a fun level 1-12 campaign.
I would suggest checking out the 3.5 book ghostwalk. The whole point of it is running a campaign where the whole party is undead. It should help give direction on how to run a game like what you're thinking of.