In reply to all:
I'd wondered about cutting down the holder to avoid vignetting but wasn't sure how effective it would be. And once it's done, it's done! :?
In reply to adnix:
Re the 'which filters do I use' question: I haven't used any before other than a CPL, which I don't use very often. The real reason I want an ND grad is to stop down the sky. I'd prefer not to get any of the dark/light zonal differeences that a CPL would give on wider shots, particularly I tend to shoot wide rather than long. I'd been planning on starting with an ND4 and working my way from there.
Confused, I went to another local camera shop later on yesterday and the guy there stated point-blank I'd need the Cokin X series for using with such a wide lens, which of course seems even larger and more expensive than the Z Pro!
If I cuold get hold of just the filter alone I might try the hand-held method for a bit and see if that would be enough. Unfortunately a lot of the Cokin stuff is on back-order, depending on supplier and what I'm after.