It's been too many years ago to remember exactly what I did with the Z, I remember I bought the short section of ballscrew with a round ball nut with a flange on it. I mounted the flange of the ball nut to the bottom of the pulley. I used both radial and thrust bearings inside the containment under the plate. I'd post a drawing but have long since lost all my CAD drawings on the whole conversion.
If you're looking for good suppliers of components, this place was great do deal with and had the best prices on pulleys and belts at the time:
XL Timing Belt Pulleys
I told you wrong about where I got my breakout board. I just remembered it came from Cambell Designs. They are even running a special on it at the moment:
Campbell Designs - CNC with Bob Campbell