In this work we simulate the permeation of Lennard-Jones gases across a zeolite model membrane. Using a newly developed dual control volume grand canonical molecular dynamics technique, we create spatial variation in the chemical potential in a dynamical system and hence an accurate simulation of steady-state pressure-driven diffusion. The molecular sieving nature of micro-porous zeolites is discussed, and the results from the simulation are compared very favourably with recent experimental results of He, H₂ and CH₄ permeation through ZSM-5 polycrystalline membranes. A massively parallel algorithm is utilized to give a quick and insightful study of this and other microporous materials for use as membranes.