Unfortunately the wireless from a Z1/3 is pretty much entirely separate from that delivered by MR access points (and lacking quite a few advanced MR features). This is the same for MX--W too. An added MR will not wirelessly mesh from a Z or MX--W.
I usually caution customers carefully on this sort of thing, before they deploy those models - particularly with the MX, where it's likely to be placed somewhere least conducive to delivering good WiFi coverage.
You can wire an MR to a Z, provided the PoE port is spare and configure the same SSID on both and, provided you use the same auth method, it will probably work, but it's pretty nasty - no smooth roaming, for example.
Remember that Z3 delivers 802.3af PoE only, so most WiFi 6 MRs would not be supported.