While The Zygon Invasion kind of feels like it mostly exists to get us to the real juicy bits of The Zygon Inversion, both parts are essential in enjoying what is good about this story.  And there is a lot of good here.  After their big return in Day of the Doctor, the Zygons get a proper story focused solely on them.  I love how The Zygon Invasion really explores the consequences of Day of the Doctor.  It gets a little bogged down in the reveal around Clara here - you expect twists like that in a story all about shape-shifters so it's never going to come across as all that significant, but it is in the service of a thoughtful story that's only going to get better in its second part.