Do you have a picture of your electronics assembly and your z axis wiring? Wire routing can be an issue. Since it's your Zaxis I wonder if you have your Z stepper wiring running near the motor itself.
Also putting in a line filter on your electonics assembly maybe a help. Common/ground wiring is always a potential issue, including where you have your mill plugged into ac vs where you have your electronics plugged into.
Bottom line, these are electrically noisey enviornments, one of the reasons I put filters on my driver designs.
Phil, Still too many interests, too many projects, and not enough time!!!!!!!!
Vist my websites - http://pminmo.com & http://millpcbs.com