I've done it twice on two separate Zs now and here's how you do it:
Get two pipe wrenches, a towel and a friend. Your shift knob will not survive this procedure.
Take pipe wrench #1 and attach it to the knob
wrap a towel around the shaft and attach wrench #2. Have your friend hold the shaft steady while you remove the shift knob. This is important because you don't want to torque the gearbox (really bad news).
Knob will come off. I had one pop off with a little tearing leather and the other ripped completely in half through the aluminum threading.
__________________
|