Everyone has their favorate way of doing control linkages. I personally won't trust EZ connectors on flight controls. I think they have too many failure modes. I've seen the set screw vibrate out enough to allow the rod to slip, and even the metal retaining clips don't always stay put. I also don't like how high above the servo arm the pushrod is, it causes a twisting moment on the servo arm that can cause control slop on a longer control arm. But I know people do use them with out problems on slower, .40 size and smaller planes. It's worth noteing that I've never seen a 4-40 size EZ connector. I do like EZ connectors on throttle though.
Z-bends are the "oldie but a goodie" way to do things. I don't tend to use them myself because I never seem to make a clean bend (I never bought z-bend pliers either). It's a personal problem

. I think the analogy with a broken toothpick is flawed, btw. Poke yourself with a straight 2-56 pushrod then one with a proper Z bend in it. You won't tell the difference. Better yet, push on both and see where it flexes or gives. You'll find it's not the Z that flexes, it's the unsupported length of rod.