Dennis,
One standard method is to make the two bends in different planes and then twist the short segment between the bends to get the entire deal back into one plane. This means you don't need a Z-bender or really narrow pliers that are more rigid than anything you can buy. It works fine and has been done that way forever.
Another technique is to anneal tempered wire, such as music wire, before bending. This makes it easier, and will allow tighter bends without cracking. If you are using a z-bend, it is likely that you are putting it thru a nylon horn or perhaps a bellcrank, and probably on a smaller plane. If so, the lesser hardness of the wire is not likely to be a big deal.
For example, you should be able to put tight z-bends into 3/32" threaded pushrod stock. I do it all the time.
Sorry I don't have photos of the sequence, but if it doesn't make sense, I can try a better explanation.
The Divot