I recall the end of a current ad where the head of the household is in the process of eating his daughter's goldfish as sushi. When the fishies turn up AWOL, the dad says "whadya gonna do?"
We're much in the same predicament as the tweenager in the ad with Iran right now. There isn't a lot that can be done about the attempted assassination attempt on the Saudi ambassador. Any diplomatic solution by the US seems trite and any military solution seems overkill.
The best solution might come from the Saudis themselves. They have something that Iranians are keenly interested in... Mecca. Were the Saudis to declare the Haj off limits to Iranians, it would get the Iranian's attention in a hurry. It would inflame Sunni-Shia relations in hot spots like Iraq and Lebanon and possibly result in at least one civil war breaking out or resuming.
There are a lot of interesting sub-plots here if this isn't just an Amateur Night sting of a Iranian would-be spy. If the Iranians were actually thinking of recruiting the Zetas as hit men, it might start a major US intervention in Mexico, as the drug war and the "War on Terror" get a quick and dirty merger.
The Zetas are likely smarter than that; being caught helping the Iranians would make them Public Enemy #1 in the US and bring a US response that would militarize northern Mexico beyond the flawed run at Villa in the 1910s. Thankfully for them, it was a US agent posing as a Zeta.