Z is for Z chromosome.
Birds' sex chromosomes are Z and W, compared to humans who have X and Y sex chromosomes. The egg determines the sex of the offspring in the former system, whereas the sperm does in the latter.
Female birds have one Z chromosome and a shorter W chromosome. Sex-linked genes are ones which can fit on the longer chromosome, but not on the shorter one.
Pure chocolate-coloured birds were bred from pure black birds by introducing the brown dilution. Being a recessive gene, once you see the chocolate — so long as the black base under it is pure, then it will breed true chocolate for ever more.
Males (which have the two longer Z chromosomes) need 2 brown genes to be pure for brown (chocolate, in the presence of pure black), and for the colour to therefore show itself.
Thanks to Julian Burrell and James Rigby. The video shows the birds at 10 weeks.