Industry 4.0 proposes the inclusion of IoT components in industrial contexts to have a better control on production and logistic processes. Unfortunately, growing connectivity in a formerly isolated world induces major security risks which are especially critical in an industrial context. Furthermore, the highly fragmented nature of the industrial IoT market imposes interoperability management. Interoperability and heterogeneity generally poses security challenges, exacerbating these risks. oneM2M is a promising standard that can enable interoperability and ensure communication with various tier protocols. The interface between oneM2M and tiers protocols has however to be trusted, which is undesirable. In this paper, we focus on the first phase of an approach to enable end-to-end encryption between oneM2M and Zigbee devices: secure key exchange. We fully define an exchange protocol taking place during the enrolment of a Zigbee device within oneM2M. We provide and discuss an implementation of this protocol, demonstrating its technical feasibility.