The only thing you'll usually have to worry about here is Dusknoir and Rotom-H, who'll suck up the hits and kill off your Heracross with a Fire attack.
I dunno, does Dusknoir typically run Fire Punch? It's so overshadowed by Rotom-A that I don't see it enough to be able to tell. But yeah Rotom-H will massacre Heracross.
Thing with Heracross is it's too slow to use without either a Scarf or Baton Passed Speed boosts. I suggest not trying it without either of the two.
H'OKAY let's take a look at the rest of this. To start, this is by definition OU because you have OU Pokemon on it.
Claydol. What's its purpose? Lead? Tank? It doesn't do anything special as a lead, so let's say it's a supporter. Rapid Spin is nice, but not absolutely necessary on your team, since the majority of your team is not too significantly affected by Stealth Rock, and Roserade removes Toxic Spikes automatically upon switching in. Might be useful if you're worried about Spikes, but that's about it. Moveset looks okay, EVs look okay, but it looks out of place as a lead. You'll need something to make a good lead - set up entry hazards, stop opponents from doing the same, or just kill other leads.
Roserade would be an option for a lead if you're willing to replace it. Give it either Spikes or Toxic Spikes, along with Sleep Powder and a couple attacking moves, then make it hold a Focus Sash. It can take out leads with Sleep Powder, take hits with its Sash, and set up a few entry hazards to make OHKOs a bit easier and/or whittle away tanks. Roserade
could work as a Choice Specs sweeper, but it's a tad slow compared to other sweepers. Maybe Leaf Storm makes up for that in terms of pure power, I dunno. With it, you can come in on something Roserade scares away and blow away the opponent on the switch. You'll need to switch a lot to fix the SpA drop, but you'd need to do that anyway with Specs. Energy Ball is kind of useless unless you're in a prolonged battle, a situation you won't want to be in too often and one which probably won't arise too often. I'd drop it for something else, but Roserade has a bit of a limited movepool. Shadow Ball could work; otherwise, stick with Energy Ball.
Magnezone has a bit of a problem in its 4x weakness to Earthquake compounded by low speed. Unless you come in on something it scares away (or a Steel-type lacking Earthquake or a Fighting move), it'll probably get killed before it can use Magnet Rise. To that end, I'd suggest a Choice Scarf set with Thunderbolt, Flash Cannon, some sort of good HP type, and Explosion. If you want to stick with the slow, risky set, however, it could work. I really question the use of Signal Beam here, though. As far as I know it doesn't kill much if anything that threatens Magnezone, and its base power is too low to use on anything else. If Zone's got HP Grass or HP Fire, go for that. If not, then Flash Cannon will unfortunately be your best bet. Both are bad options, but Flash Cannon is at least a bad option with STAB.
It is never a good idea to max defenses before HP. Bronzong has this problem. You should have max HP first, especially because Bronzong's is so low and it doesn't have any reliable recovery. Then focus on whatever defensive stat you feel it needs the most help in. Because physical threats are typically more common than special threats, when you redo the EVs, try putting more into Defense than SpD. Other than that, it looks like a workable Dual Screen setter. Consider Gyro Ball over Earthquake, since Zong's speed is pathetic, meaning it should pull off a ton of damage. Earthquake works too, though.
Slowbro looks good. Toxic might be a good option over Thunder Wave to stall them out, but I know Thunder Wave works well too. Calm Mind could work on here to boost your SpD to insane levels and power up Surf. If you do use Calm Mind, though, you'll definitely want Toxic to kill things that Surf can't.
Um... where are Heracross' moves? I can suggest a few, though. First off, get rid of Wide Lens. It's useless except in boosting Megahorn's accuracy, and it's not worth giving up Heracross' usefulness to do that. Heracross works best with a Choice Scarf so it can actually outrun things. Adamant provides enough power to kill things and enough speed with a Scarf to outrun them. If you can come in on something like Will-O-Wisp or Toxic, you're dressed to kill. If you need a moveset for a Scarfer, go with Close Combat, Megahorn, Stone Edge, and either Pursuit or Night Slash.
EDIT:
Kam said:
Wouldn't a Toxic Orb make more sense, since your attack is halved while you're burned?
No. Guts cancels out the burn's attack drop before applying the boost, so you're getting the same attack boost whether you're burned or poisoned. Also, Toxic will kill Heracross faster than a burn will.