Hey Rachel,
To answer your questions,
It could be just straight marketing, but I think PEI and PEX are really two distinct surfaces. It could be just straight marketing, but I believe PEX is marketed as having a higher temperature resistance and this may help with this issue. (You can check out this thread on flexplates where they had issues with Buildtak and moved to Wham Bam and seemed to be doing well). As of this point, it does not seem that the zero point is below the surface, but over more extended time we may run into this issue with PEX...TBD.
I do tend to run thicker first layers (0.2mm) but this is because I don't have a need for thin layers. Also particularly for materials like PC this greatly helps with the prints imo.
I do not use a Z offset to compensate currently, but I do have some custom profiles and settings in Cura for materials. I plan to post a thread soon about the rest of my setup if that would help.
So I did not really get around the zeroing problem, it just has not been a problem for me thus far with Wham Bam.
Also to wrap up just wanted to say,
Although this might not technically be a bug, I agree that such a limited calibration setup (where you cannot calibrate before having a dangerously hot nozzle or disable heat for calibration, etc.) is very harmful to users and could dissuade people away from Ultimaker products. This greatly limits the flexibility and usefulness of the printers with flex plates, making them worse printers. Imo this should be treated like a very important bug and be resolved.
Best of luck printing!