Been on pristiq (desvenlafaxine) 50mg for 1 month, quit cold turkey, been getting brain zaps & nauseated- should I slowly wean myself off or stick this out cold turkey?

Better to wean. off of Pristiq than to stop cold turkey. Because you are asking this- it makes me wonder if you are doing this under the prescribing medical provider's supervision. Please don't change your meds without discussing with your doctor/ psychiatrist.
Ouch. This class of medication is difficult to stop due to it's withdraw effects. My recommendation would be to stick it out if you can. Now that you are 1 month out i would suspect you are almost done with this.