A regular on the Southern California hard rock scene in the late 1980s, Roy played with several bands, including Seventh Thunder, Gypsy Moreno, Royal Flush, Driver, Warrior, and Mike Vescera. In 1991, Roy recorded a 5-song demo which netted a record deal with German indie label Dream Circle Records and led to the formation of Tribe of Gypsies.
When Bruce Dickinson split with Iron Maiden in 1993, he hand picked Roy and Tribe of Gypsies members Eddie Casillas (bass), David Ingraham (drums), and Doug van Booven (percussion) to complete his solo band. Adding a Latin feel to the metal legend's distinctive voice, the resulting album Balls to Picasso is a somewhat eclectic affair, ranging from the power ballad "Tears of the Dragon" (which also received a music video) to the doomy rocker "Cyclops". Although recorded in 1993, the self-titled Tribe of Gypsies debut album did not surface until 1996 when it was finally released on JVC/Victor in Japan. Three more releases followed in quick succession before the band finally toured the U.S. for the first time, supporting Santana on a handful of dates on the Supernatural tour.
Roy gained widespread industry acclaim for his work with Dickinson, and in 2000 he was tapped to produce the Rob Halford solo album Resurrection, which featured the duet "The One You Love to Hate" with Dickinson, as well as Helloween's The Dark Ride. Roy would go on to produce and co-write every Halford album to date as well as taking over on guitar for the departing Pat Lachman in 2003. Roy also re-connected with his former Driver band mate, vocalist Rob Rock, for a series of albums starting with 2000's Rage of Creation.
Roy and Bruce again teamed up in 2003 to write and record Tyranny of Souls, released on Sanctuary Records. The pair could not find time to write the album together, so Roy would send riffs to Bruce, who was on the road with Iron Maiden, and Bruce would write melodies and lyrics. The album was recorded in Roy's studio, and featured session players on drums and bass. Roy himself took a turn on bass for 2 songs, "Believil" and "Power of the Sun." Vocals for the album were done in less than 2 weeks, with Bruce sleeping on a cot in the studio to maximize time. Dickinson had also been injured during a fall at an Iron Maiden show and was all but unable to stand. The album had to be shelved for more than eight months (later released in 2005), however, when in 2004, Roy got the call to produce and mix Judas Priest's reunion album Angel of Retribution. Shortly thereafter, Roy was tapped by former Skid Row frontman Sebastian Bach to produce his 2007 solo album, Angel Down, which included a guest vocal appearance by Guns N' Roses mainman Axl Rose.
In 2008, Roy and Rob Rock re-activated their long dormant band Driver and released their full-length debut, Sons of Thunder, which included re-recordings of the songs from the band's 1990 cassette EP. Roy also took part in the Halford reunion and has played guitar alongside "Metal" Mike Chlasciak on all subsequent studio and live releases since, starting with the 2009 Christmas album, Halford III: Winter Songs. Roy has also continued his production work, including Ravenous by Swedish heavy metal band Wolf in 2009 and Brazilian thrashers Sepultura's twelfth album, Kairos, in 2011.
In March 2013, news leaked that Roy was once again working with Bruce Dickinson and that the project would also involve former Scorpions guitarist Uli Jon Roth with whom both Z and Dickinson have performed live on different occasions.