Stereo shotguns are available but they're generally rather expensive, the one we have was around $2K and to do them justice I wouldn't be putting them on a camera. You could fit a mono short shotgun onto the Z1 but make certain you use a decent shock mount, the new Rode would seem appropriate.
If you're shooting HDV then the audio part of that isn't too flash anyway so I wouldn't spend up big fitting an expensive mic to the camere.
If you're shooting DV then it might just be worthwhile. Keep in mind you might at some point down the road you might want to fit a matte box etc to the camera and that might preclude fitting an extra mic as well.
Bob.
I'd be looking at the AT 425. It's low-cost, stereo, sounds really nice for it's price, and with a small bit of rubberized foam or doubled inner tube, fits the mount nicely.
Same goes for the 897, even though it's mono. The shock pads in the Z1 clamp are pretty light, and really not designed to hold a heavy or even light mic. It may be that's why it's designed a little large, because even the Sony ECM requires a rubber wrap.