Zombie mage's Odyssey[Progression Fantasy, Evil MC, transmigration]

Dante, a young entrepreneur, unexpectedly dies during a zombie outbreak while on vacation and, after coming back to life, partially, begins to require a constant supply of human brains.

One day, after a long day of work, he arrives at his apartment and there he encounters the opportunity of a lifetime. He obviously rejects it, but with limited options (A strong plot device that the protagonist doesn't have control over)

he ends up being sent to a world of magic, monsters, dungeons, and guilds.

But above all, it's a world where brains are much more easily acquired.

Getting caught by the city guards? Why would they care about a few bandits who unexpectedly disappear in the city every day?