I only have an sl5500, and don\'t have any of the tools for building/testing roms for the other models (the 5500 uses a cramfs rom image, whereas all the other zaurus\'s use a jffs2 flash image).
What features were you looking for? I believe that on the 860, you can re-mount the root filesystem read-write and modify stuff directly (mount -oremount,rw /). Otherwise, if you have a regular linux box, you can use the mtdram device for reading in an existing jffs2 image, and modify it there. See the instructions at
http://www.handhelds.org/z/wiki/LoopBack for details.