Andy was telling us:
Andy nous racontait que :

What is a "helper cell"?

To remove the "z" only in the active cell, try this:
'_______________________________________
Sub OneCell()

Dim myCell As Cell
Dim CellRge As Range

If Not Selection.Information(wdWithInTable) Then
   MsgBox "Selection must be in a table cell." _
       , vbExclamation, "Not in table"
   Exit Sub
End If

Set myCell = Selection.Cells(1)
With myCell
   Set CellRge = .Range
   With CellRge
       If LCase(.Characters(1)) = "z" Then
           .Characters(1).Delete
       End If
   End With
End With

End Sub
'_______________________________________

To check all cells in the selected table, try this:
'_______________________________________
Sub AllCell()

Dim TableRge As Range
Dim myCell As Cell
Dim CellRge As Range
Dim i As Long

If Not Selection.Information(wdWithInTable) Then
   MsgBox "Selection must be in a table cell." _
       , vbExclamation, "Not in table"
   Exit Sub
End If

Set TableRge = Selection.Tables(1).Range

With TableRge
   For i = 1 To .Cells.Count
       Set myCell = .Cells(i)
       With myCell
           Set CellRge = .Range
           With CellRge
               If LCase(.Characters(1)) = "z" Then
                   .Characters(1).Delete
               End If
           End With
       End With
   Next
End With

End Sub
'_______________________________________

By the way, this will remove "z" and "Z". If you want to be case specific,
remove LCase(...) from
   If LCase(.Characters(1)) = "z" Then
to obtain
   If .Characters(1) = "z" Then
and put the "z" or "Z"  after the "=".