Thanks for the input! I think I will go with the intermediate solution of a key and a setscrew. Pretty easy to implement and gives me the added security of the key.

An another note, I'm wondering if I could get by with a smaller stepper on the Z-axis? The ratio of stepper rotation to axis movement is the same on all three axes, with shaft at 1/2 motor speed. The X & Y steppers are 370 oz in. Would a 175 oz in on the Z axis be too little ooomph?

Chuck