The 1914 UK Themodist catalogue lists 12 rolls by Pedro de Zulueta,
mostly waltzes.  All carry 'L' prefix numbers, which shows that they
were mastered in London rather than using masters shipped from America
-- and indeed the 1910 American catalogue does not have any Zulueta.
This rather suggests he's not an American composer.

Mexican?  Well...  I'm not sure just how authentically Mexican
"Fluffy Ruffles" might be, but of course this might be mere cultural
stereotyping from never having visited the place.

A quick reference to the Family Search web site shows a Pedro De
Zulueta, born 1810 in Spain, living at 21 Devonshire Place in London
and described as "general merchant and banker".  The UK 1901 census
shows Zuluetas and a de Zulueta in London.  My guess is that our
composer was English of Spanish descent, quite probably from the above.

Aeolian prefixes were L for London and T for Themodist.  Dashes
indicate where a particular title was not in that series in the
1914 catalogue.  The 88-note conversion programme was only about
half-complete at this time and it's quite possible that more Zulueta
88-note issues followed.  The titles and the three catalogue numbers
are

 (1) 'Pianola' 65-note (no theme or metrostyle),
 (2) Themodist-Metrostyle 65-note,
 (3) Themodist-Metrostyle 88-note.

 (1)  /   (2)   /   (3)   /   Title
L2523 / TL15088 / TL20354 / Amour passager (Fleeting love) -- Valse.
L3629 /    --   / TL21170 / Claudine -- Valse.
L9190 / TL15776 /    --   / Clown's serenade, The.
L2882 /    --   / L30155  / Fluffy Ruffles -- Two-step.
L3072 /    --   / TL21156 / Malmaison -- Valse.
L3703 /    --   / TL21230 / Medley Waltz, No. 3 -- Arranged by
  Harry Derry from celebrated waltzes by Zulueta.
L9187 / TL15777 /    --   / Naiad  -- Valse.
L3170 / T101224 / TL21171 / Phryne -- Valse
L3597 /    --   / TL21165 / Sonia -- Valse.
L9185 / TL15772 /    --   / Starlight Intermezzo.
L9189 / TL15778 /    --   / Valse bacchanale -- Valse de ballet.
L9192 / TL15773 /    --   / Vie Joyeuse, la -- Valse.

Julian Dyer