Usually, this sort of behavior occurs in trickster pokémon (the zorua line, ditto, ghosts capable of illusion) that find their owners’ reactions to be, well, hilarious.
My advice would be to train yourself to avoid reacting if at all possible, and your zorua will be just frustrated enough that she’ll stop doing it. For example, when she disguises herself as a legendary, plant your feet firmly in the ground, take a deep breath, look her in the eye, and compliment her illusion. This may be difficult at first—especially if your initial reaction is to jump or scream in surprise—but the more you go through these motions (once you realize what she’s doing, anyway), the less time will elapse between her surprise attack and the first step in the above-mentioned sequence. Eventually, it should come naturally to you, and your zorua will gradually lose interest in teasing you in this manner … or at least the two of you will impress your house guests.
Of course, it should be noted that this won’t necessarily mean that your zorua will attempt to change her tactics on you, but the more you train yourself to avoid reacting to her disguises, the less likely she’ll use them on you in general.
The Pokédex According to Bill 