Are you sure this isn't supported? Because I found several sites where they say it supports TPM 1.2
https://www.cnet.com/products/hp-workstation-z200-core-i7-870-2-93-ghz-monitor-none-series/specs/
http://isvpatch.external.hp.com/HPPTF2/drvlib/docs/Z200.pdf
http://www.bargainhardware.co.uk/content/specifications/z200_datasheet.pdf
I already did the method you mentioned but something went wrong. I configured botlocker without TPM and saved the key to a text file. It said I had to restart after configurating, so I did. But after it booted again I needed to enter my chosen password. I entered this (and got accepted, because if I typed a wrong key it would say it's wrong). But after entering my key it says it can't login. So I choose to enter the recovery key, but thet key wouldn't be accepted. Luckely it was a clean installation so no data was lost, only a lot of time. So I'm installing Windows 10 again with all its updates. But what should I do when I'm done with this? Try BitLocker again? Or some alternative like VeraCrypt.