I have a Z5, but I believe the cameras differ little in how one uses them for vintage manual focus lenses. After buying any modern digital camera I recommend sitting down with the user guide and going through all the menu items to become familiar with them.
A nice touch built into these cameras is the ability to assign certain functions to the buttons on the top, front, and back of the camera. I never use the video function, so I programmed the video record button on top of the camera to access " Choose non-CPU lens number". I don't use AF lenses, so I programmed the "AF-ON" button on the back to kick in the close-up focus option.
Re "menu diving": Once you identify the menu items you want to access more easily you can add them to "My Menu". This eliminates the need to hunt through all the menu items when looking for those settings you want easy access to.
Does your question about "screen/EVF brightness to compensate when stopping down" have to do with the screen getting brighter/darker as you make changes to aperture and shutter speed? If so, you can turn it on/off in Custom Setting Menu, "d7 - Apply settings to live view". I found this feature to be annoying, as it was interfering with my use of the meter. I'm familiar enough with Nikon's traditional center-weighted metering scheme, but using the screen as a metering aid did not work for me. I kept missing exposure because the screen's version of what the exposure was going to look like did not translate well to reality. So I turned it off and haven't missed it.
Re focus peaking: I found it to be less than helpful, so I don't use it much. The screens are good enough for focusing, especially when using the close-up option, which allows for a variety of zoom factors depending on need/desire.