Whoops. Replied after skimming the message again. You can’t really do in a sane way. Get a zigbee remote from Lutron. For your zwave lights, see my original post as follows.
Ignore all of the posts below (errr. Above) and read the minimote manual.
As long as you are trying to control a zwave light/switch/dimmer, you can press two or three buttons on the minimote and directly associate the minimote to the desired devices.
At this point, a press will turn the device on or off and a press+hold will dim the light.
No need to involve the hub, smart apps, etc.
If you need this sort of functionality for zigbee lights, there are comparable remotes that will allow this.