Yes, the DJI Mic 2 is compatible with the Nikon Z30.
Nikon Z30 has a native 3.5mm audio input (confirmed on Nikon's own online manual). DJI Mic 2 ships with a 3.5mm TRS wired analog output, which plugs directly into that input -- no adapter needed.
“Audio input Stereo mini-pin jack (3.5 mm diameter; plug-in power supported)”
“Mic 2 supports USB-C and Lightning outputs, as well as 3.5mm TRS analog output. It is compatible with most cameras, smartphones, and computers.”
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Confidence: high confidence