Premium Heroes are heroes that are characters from other franchises that have been placed in the game via permission from whoever owns said franchises. They cannot be bought with peso, and are slightly more expensive ZP-wise than regular heroes. They can, however, be obtained through other means. Hero scrolls are not supposed to be capable of granting Permanent Premium Heroes, although it does happen.
There are 16 Premium Heroes in NALS as of August 19, 2014.