The Bishop’s zhezl is never brought into the Holy Altar, under any circumstances. Traditions of bringing the zhezl into the Altar in order to place it into the procession for the entrances (e.g. a server standing at the High Place with it and then making the entrance with the others) is entirely foreign to ROCOR practice.
The zhezl is normally held by a server before the icon of Christ to the right of the Royal Doors, on the amvon. Prior to the Little Entrance, the server with the zhezl descends the amvon, crosses behind the Bishop on the cathedra in the centre of the temple, and takes up his place on the other side of the amvon, before the icon of the Theotokos, next to the candle-bearer — and there the two wait for the procession, which they lead.
The reason the zhezl is never brought into the Altar is that it is a symbol of the Bishop’s temporal authority, and as the Altar represents the heavenly realms, over which the Bishop has no authority, this symbol is never brought therein.