Funny you brought that back up, I just used that very thing for my isometric map yesterday. I place the building at the already present map tile, and it appears behind the closer tiles.
However when this post originally appeared, it might have been before that Z option was available. This may be one of the posts that prompted it's addition.
Before it was available, I made sure my tiles were all there already in their Z positions, and I just set the animations to the building.