If you're using grid-based build items they are shown on the thumbnail with a # symbol. Those are the ones that will rotate 90° when tapping Z but holding Z will not work. If they aren't grid-based you can freely rotate them by holding Z and moving the mouse or you can rotate them 90° by tapping Z.
If you have either align to surface, V, or position snap, F, turned on it has the ability to override the use of the Z key but you should see them try to rotate and then snap back to where they were if that was the case.