He's quite correct - but the key word in his post is should as it doesn't always work quite as it's meant to. And even for non Z trains it's often possible to buy a 'return' ticket.

It really is a bit of a vlack art though knowing the best way to get tickets for a particular train. My regular train from my little town into Lanzhou is an absloute sod to get tickets for. I have never managed to buy tickets anywhere other than on the train - 4 days in advance and they are not on sale yet , 3 or 2 days they are sold out, 1 day and they've stopped selling them (seeing the train has already started from it's origin?).

Invariably the train is near empty - perhaps somethign to do with the reluctance to sell tickets!