Developers are working on this class of sub-optimality. My apologies.
a) If you are using Export, try the "AllowRasterization"option.
Export["/tmp/z2.eps", z, "AllowRasterization" -> False]
b) If you are using File menu - Save Selection As - EPS, click the Options button and change the "Graphics Containing Smooth Shading" option to "Most Compatible Vector Representation". (Ditto for "Graphics Containing Transparency", if your plot uses that.) See the attached screenshot. If you don't need the preview, you could uncheck "Include TIFF Preview".
Attachment: sf26672SaveSelAs.jpg, URL: ,