No, anti-wobble is a must in any case. You have to get rid of the side forces introduced by the threaded rods.
The Z axis mod is more complicated, that’s why I recommend to stick with Z smooth rods but change to bearings without play (RJUM). Only X and Y Openrail.
For the X and Y I orderd parts on: https://online-schrauben.de for all the screws http://ooznest.co.uk for all the Openrail things
Ebay for all the heat inserts (“Einpressmutter messing” is a good search word for German area, Rampa inserts are also suitable)
I ended up super gluing my rods to their holders so just the slider piece moved. I had too much movement in all axis without pinning one end of the 4mm rods, in fact, one time the cylindrical piece snapped at the pin holes.
I like this design because you can quickly take the x-axis carriages apart by simply sliding the slider off the pins.
Z wobble occurs from the interaction of the leadscrew and the leadscrew nut usually. A plum coupling can help if its being induced by motor misalignment, but in the case of the taz where you have proper upper and lower bearings, it shouldn’t help. If it does you have a motor out of alignment.