as the title says..
I am looking for something rather small that I can simply attach on the hot shoe of both camcorders

thanks
Fed

My wife has a Z1 and an EX3 and I know she has used the same grenade on both cameras. Something like this:

Litepanels Micro LED On-Camera Light LP MICRO - B&H Photo Video

Have a look at this. I don't own one but had a close look. Very interesting.
Lowel Blender (http://www.lowel.com/blender/)

I don't think there's anything to be compatible with. Any light that has a shoe mount is physically "compatible" with both cameras. You may find the DVInfo thread on lighting a useful place to search if you have't already: Photon Management Forum at DVinfo.net (http://www.dvinfo.net/forum/photon-management/)

The main differences in on-camera lights have nothing to do with compatibility to specific cameras but rather their design for color temperature, dim-ability, power, height and weight. Those are the issues you want to use to pick a light.

If you have the money, the Ledzilla from Dedolight is the way to go... can't wait to pick one up myself, and they use the same batteries as the Z1

this one is cool but way too expensive

the Litepanels micro pro looks interesting, but reviewers say it's only effective for close ups...
but that is definitely the price range and "size" I am looking for

a plus would be the ability to use the same batteries of the Z1 (like the HVL20) or Ex1 (less likely)

another plus would be a battery meter

You wouldn't go too far wrong with the Comer 1800.
On the EX if you have any of the 3rd party batteries you can power it from the camera battery via D Tap. On the Z1 you can use the same Sony batteries for the camera and the light (one for each of course).
If the Comer is out of your price range then the Z96 available from many places at US $80 is amazing value for the money. Up against anything from Litepanels this light is as good to better and for what Litepanels are charging you can buy several Z96s.