Is it possible to change the minimum jog distance for the Z axis. The smallest amount at the moment is 0.1mm. Can this be changed anywhere to 0.01mm?
Because the input box only allows 1 decimal place, the short answer is no.
Unless you are using an industrial grade CNC, I suspect the accuracy and/or repeataility are not any better than .1mm (~.004") anyhow, advertising claims aside.
Worked out that the jog control keyboard modifiers for X and Y also work for the Z axis. So if you hold the Alt key while jogging you will get a movement of 2% of whatever you have set in the input box. Shift+Ctrl will give 10%. There are other keys that give varying percentages of the jog input box setting. The documentation leads one to believe that this is only for the X/Y jog buttons.
I just learned something new!