I was setting up the zero w this afternoon, and following your headless tutorial, however, with Stretch it seems you need to include the first lines of the wpa_supplicant.conf file. ie
ctrl_interface=DIR=/var/run/wpa_supplicant GROUP=netdev
update_config=1
country=AU
network={
ssid="Your network SSID"
psk="Your WPA/WPA2 security key"
key_mgmt=WPA-PSK
}
as per: https://www.raspberrypi.org/forums/viewtopic.php?f=63&t=191252#p1206066
Might be worth updating your wonderful tutorial (if you find the same issue/solution!)
