Works with a plain adapter
Canon EF-M sits 2.00mm further from the sensor than Nikon Z. You need a 2.00mm adapter, but it can be a plain one — a hollow metal spacer with no glass in it. The lens still reaches infinity focus and nothing is added to the optical path.
Coverage & framing. Canon EF-M lenses are built for a APS-C imaging circle, which is smaller than Full frame. Expect heavy vignetting or a forced crop on a Nikon Z body.