I am not sure if the Z stuff contacts could handle the coil current and the inductive kickback when contacts open.
The LEDs have a diode in series with them but both would probably light due to the AC current passing through them. Second would be the higher AC voltage would shorten LED life, while the Z Stuff switch motors limit the LEDs D.C. voltage and currents to design levels.
As others have said, contact Z Stuff for answers.