After some brief research I came across the CC2530 + CC2591 Module - similar to the CC2531 but with a built in amplifier to improve signal strength / reception.
|CC2530 + CC2591 Zigbee Module|
You can find the pinouts for the Pi and Zigbee Module Below
|Raspberry Pi Pinout, Assuming USB ports are on the left.|
|CC2530 + CC2591 from below (Pins Facing you)|
When I flashed my Zigbee Module I observed it drew no more that 30mA of current, although this was based on the reading from my bench top power supply which isn't a precision device. The CC2530 data sheet suggests current consumption is < 30mA, however the CC2591 can use up to 112mA when transmitting at Max Power.
The official current limit for the 3.3V rail on a Raspberry Pi is 50mA, however this thread suggests it can probably sustain higher currents. I suspect any transmissions will also have a low duty cycle, so I would assume it's safe to power the Zigbee Module directly from the Pi itself. However you would do so at your own risk. If in doubt, use an external power supply and remember to bond the grounds together - the Zigbee module has two ground pins so you can connect one to the Pi and one to the Power Supply.