Z serves are very difficult serves to return. They cut across the court diagonally in front of the returner. This makes it difficult to time the return shot. Then, after bouncing off the floor, the ball hits a sidewall and changes direction again.
Try hitting Z serves at various speeds and heights on the front wall.
After hitting a z serve, immediately move into center court position and watch the ball over your shoulder. As shown in the 2nd video, do not spin around after hitting the ball.