I have finished building the Z axis roller that is mounted on the other Z axis rail. I really liked the axes design that Ed has used for mendel. I can imagine that if the Z Axis rails were not exactly parallel, and I had used two identical skates, then there would be the possibility that the skates would jam either at the top or bottom of the axes.
My design includes a 1/2″ x 1/8″ aluminium bar that is made by cutting an edge off a length of aluminium angle that I have used before. 
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Giles Bathgate 
So you are using L profiles with a screw instead of a simple plate to be able to tighten the fit?
Yes, thats right, I forgot to mention that. Its not ideal, because as the screws tighten, the L profiles tend to bow in. But it works quite well.