I noticed my penguin zebra hobbling around.
I looked at his feet and noticed that the band had moved down from the leg onto the feet. When I moved the band back up his leg, I realized that the rear toe was pushed forward and pinned together with the front toes.

I pushed the band back up and re-crimped it to eliminate any gap in the band. But for his small leg, I think the band itself is too big.
Got to order a smaller size yellow band, and keep an eye on him until I get the smaller size.