There are at least three zwave dimmers made that don’t require a neutral wire, including one by Cooper, one by GE, one by Leviton, but they are all three only rated to work with incandescents. There’s not usually a safety issue, just flickers and buzzing.
Some people have been able to use them with dimmable dumb bulbs with success, it just depends on the exact combination of switch, bulb, and fixture, so you may have to experiment. Also the buzzing is often worst at very high or very low levels, and some people really only dim between about 30 and 90%. So it might work, there’s just no way to know ahead of time.