A few versions of Easel had this ability and in one of the updates the custom jog setting became limited to XY.
I used the custom Z a lot, especially when using a rotary attachment. I would set the bit to the center of the rotary, then raise it by 1/2 the thickness of the part to be turned. It was much easier than trying to probe on a curved surface.
Now I have to use the 1 - .1 - .01 - .001 and hope I don’t miscount.