Can I use Not So Fast on a Ziggs bomb deathknell?

Yes — if your opponent's Bomb token dies and its death trigger picks one of your units at that location, that's an enemy ability choosing a friendly unit, so Not So Fast can counter it.

The Bomb's Deathknell goes on the chain as a Pending Item before the token is even put into the trash (Rule 808.1.d.2), so you get a normal Reaction window while the game is Closed. Since "deal 2 to an enemy there" names a unit and therefore targets it (Rule 355.10), and that unit is friendly from your side, both halves of Not So Fast's condition are satisfied — and countering it wipes the whole ability, so the damage never happens and it doesn't kill the other Bombs either.

Two things that aren't counterable this way: Ziggs himself being played (his "play a Bomb gear token" doesn't choose a friendly unit or gear), and the Bomb being killed in the first place — you're countering the trigger, not the death.